Rank statistics for serial dependence (Q1262061)
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scientific article; zbMATH DE number 4123108
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank statistics for serial dependence |
scientific article; zbMATH DE number 4123108 |
Statements
Rank statistics for serial dependence (English)
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1990
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serial rank correlation
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ARMA models
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bilinear time series
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strong
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mixing
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empirical distribution function
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strictly stationary time series
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serial rank statistics
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score functions
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joint asymptotic multivariate normality
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general fixed serially dependent alternatives
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0.8977761
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0.8951348
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0.8910025
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0.8821067
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0.8759638
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