Asymptotic efficiency of rank tests of randomness against autocorrelation

zbMath0484.62099MaRDI QIDQ1163830

R. J. Aiyar

Publication date: 1981

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

independencenormal theory testsautoregressive alternatives

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)

Related Items

Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend ⋮ Generalized portmanteau statistics and tests of randomness ⋮ NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE ⋮ Rank statistics for serial dependence ⋮ Consistency of rank tests against some general alternatives

Cites Work

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• On a Theorem of Pitman
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• Asymptotic Normality in Nonparametric Methods
• An Exact Test for Randomness in the Non-Parametric Case Based on Serial Correlation