On Sign Tests in ARMA Models with Possibly Infinite Error Variance (Q5700642)
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scientific article; zbMATH DE number 2220530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Sign Tests in ARMA Models with Possibly Infinite Error Variance |
scientific article; zbMATH DE number 2220530 |
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On Sign Tests in ARMA Models with Possibly Infinite Error Variance (English)
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28 October 2005
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ARMA model
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infinite variance
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sign and rank tests
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asymptotic uniform linearity
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