On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance

zbMath0926.62075MaRDI QIDQ1361118

Mikhaĭl Vasil'evich Boldin

Publication date: 28 November 1999

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

autoregressionempirical distributionrank estimatesasymptotic uniform linearitylocally most powerful tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)

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