Order statistics for nonstationary time series

DOI10.1007/BF00774780zbMath0801.62047OpenAlexW2023731241MaRDI QIDQ1335371

Berlin Wu, Lanh Tat Tran

Publication date: 30 November 1994

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

Full work available at URL: https://doi.org/10.1007/bf00774780

zbMATH Keywords

order statisticsasymptotic normalityempirical distribution functionsabsolute regularitynonstationary time serieslinear functions of order statisticsapproximations of serially dependent random variables by independent onesasymptotic negligibility of remainder termsexistence of a linear trendtesting randomness versus serial dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30)

Related Items (1)

Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours

Cites Work

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