Wilcoxon-Signed Rank Test for Long Memory Sequences

DOI10.1080/03610920902947782zbMath1175.62044OpenAlexW1986455713MaRDI QIDQ3645040

Emanuele Taufer

Publication date: 16 November 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902947782

zbMATH Keywords

long-range dependenceHermite polynomialsign testGaussian subordinationWilcoxon-signed rank test

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

On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications

Uses Software

• longmemo

Cites Work

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