Nonparametric tests of randomness against autocorrelated normal alternatives

DOI10.1093/biomet/67.2.375zbMath0451.62036OpenAlexW2049515778MaRDI QIDQ3897860

G. D. Gupta, Zakkula Govindarajulu

Publication date: 1980

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/67.2.375

zbMATH Keywords

autoregressivemoving averagesmall sample powerautocorrelated normal alternativeslocally most powerful rank tests of randomness

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

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