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zbMath0607.62108MaRDI QIDQ3746734

Marc Hallin, Jean-Francois Ingenbleek, Madan Lal Puri

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

rank tests ARMA model portmanteau statistics maximin optimal power statistics based on rank correlations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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