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Rank Spectral Processes and Tests for Serial Dependence

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Publication:5671998
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DOI10.1214/aoms/1177690850zbMath0257.62028OpenAlexW1997062660MaRDI QIDQ5671998

Rudolf Beran

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177690850



Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inference from stochastic processes and spectral analysis (62M15)


Related Items (4)

A central limit theorem for generalized quadratic forms ⋮ Fluctuations of matrix entries of regular functions of Wigner matrices ⋮ On the asymptotic distribution of the Moran \(I\) test stastistic with applications ⋮ Asymptotic minimax theorems for the sample distribution function







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