ABSTRACT
TheworkcenteredaroundtheCramer-vonMisestypestatiSticin Eq.(5.3)wasalreadystartedbyHoeffding(1948),whostudiedfinite sampledistributionsinanon-timeseriessituationinsomespecialcases. AasymptotictheorywasprovidedbyBlum,KieferandRosenblatt (1961)inthecaseofhavingobservations(X;,Y;)wherethepairs {(XhYJ),...,(X11 ,Y11 )}areiid.Thiswasextendedtothetimeseriescase witharesultingtestofserialindependenceinSkaugandTjostheim(1993b).
