Pages that link to "Item:Q1069599"

The following pages link to Linear serial rank tests for randomness against ARMA alternatives (Q1069599):

Displaying 50 items.

• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels (Q528020) (← links)
• Identification of a spatial autoregression by rank methods (Q664258) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes (Q808079) (← links)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
• Optimal rank-based tests against first-order superdiagonal bilinear dependence (Q1200014) (← links)
• Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
• Rank statistics for serial dependence (Q1262061) (← links)
• A consistent nonparametric test for serial independence (Q1298443) (← links)
• Rates of convergence for linear rank statistics with dependent data (Q1314485) (← links)
• Order statistics for nonstationary time series (Q1335371) (← links)
• R-estimation in autoregression with square-integrable score function (Q1604625) (← links)
• Serial dependence of NDARMA processes (Q1615150) (← links)
• Berry-Esseen and central limit theorems for serial rank statistics via graphs (Q1769775) (← links)
• Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
• Rank order statistics for time series models (Q1824331) (← links)
• A new test for ARMA models with errors following a general white noise process (Q1919727) (← links)
• A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (Q1965891) (← links)
• Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• A simple R-estimation method for semiparametric duration models (Q2227067) (← links)
• Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
• Tests of independence and randomness based on the empirical copula process (Q2387481) (← links)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
• Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
• Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
• Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
• Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
• Estimators based on ranks for arma models (Q3135553) (← links)
• NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS (Q3141190) (← links)
• Adaptive R-Estimation in Autoregressions (Q3155267) (← links)
• ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION (Q3457652) (← links)
• Generalized portmanteau statistics and tests of randomness (Q3738432) (← links)
• LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE (Q3810746) (← links)
• Measures of Dependence and Tests of Independence (Q4337772) (← links)
• Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
• Adaptive R-estimation in a linear regression model with ARMA errors (Q4454274) (← links)
• Kendall's tau for serial dependence (Q4527901) (← links)
• GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
• R-estimation for arma models (Q4551595) (← links)
• Tests of serial independence based on Kendall's process (Q4801846) (← links)
• (Q5066205) (← links)
• Local asymptotic normality for long-memory process with strong mixing noises (Q5077223) (← links)
• Likelihood Ratio Processes under Nonstandard Settings (Q5097174) (← links)