Rank statistics for serial dependence

DOI10.1016/0378-3758(90)90043-TzbMath0685.62073OpenAlexW2024797540MaRDI QIDQ1262061

Lanh Tat Tran

Publication date: 1990

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(90)90043-t

zbMATH Keywords

serial rank statisticsmixingempirical distribution functionARMA modelsscore functionsstrongstrictly stationary time seriesbilinear time seriesgeneral fixed serially dependent alternativesjoint asymptotic multivariate normalityserial rank correlation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (2)

Distribution-free tests against serial dependence: Signed or unsigned ranks? ⋮ Some asymptotic results for a broad class of nonparametric statistics

Cites Work

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