Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence

DOI10.1214/aos/1176348536zbMath0746.62050OpenAlexW2090365531MaRDI QIDQ1192988

Marc Hallin, Guy Mélard, Xavier Milhaud

Publication date: 27 September 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348536

zbMATH Keywords

travelling salesman problemserial dependencenormal approximationsautocorrelation coefficient of order oneautocorrelation coefficientsbeta approximationoptimal Hamiltonian cyclespermutational central limit theoremspermutational critical valuespermutational extreme valuesPitman testsserial statistics

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Paths and cycles (05C38)

Related Items (3)

Kendall's tau for serial dependence ⋮ Efficiently solvable special cases of hard combinatorial optimization problems ⋮ On the asymptotic behavior of subtour-patching heuristics in solving the TSP on permuted Monge matrices

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