Distribution of the Estimators for Autoregressive Time Series With a Unit Root

DOI10.2307/2286348zbMath0403.62053OpenAlexW4230644069WikidataQ29394427 ScholiaQ29394427MaRDI QIDQ4188613

John H. Skillings, Douglas A. Wolfe

Publication date: 1979

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2286348

zbMATH Keywords

Asymptotic EfficiencyAsymptotic NormalityOrdered AlternativesRandomized Block DesignDistribution-Free TestsJonckheere Test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Statistical block designs (62K10) Analysis of variance and covariance (ANOVA) (62J10)

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