Variances of the Foster-Stuart round-trip test statistics

DOI10.3103/S1063454116020047MaRDI QIDQ2404779

V. A. Chepurko

Publication date: 20 September 2017

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

trendbeta functionorder statisticstime seriesrandomnessEuler's constantcontinuity correctionupper recordlower record

Mathematics Subject Classification ID

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Records

This page was built for publication: Variances of the Foster-Stuart round-trip test statistics