Rank statistics for serial dependence (Q1262061): Difference between revisions

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Latest revision as of 11:29, 20 June 2024

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Rank statistics for serial dependence
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    Rank statistics for serial dependence (English)
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    1990
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    serial rank correlation
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    ARMA models
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    bilinear time series
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    strong
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    mixing
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    empirical distribution function
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    strictly stationary time series
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    serial rank statistics
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    score functions
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    joint asymptotic multivariate normality
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    general fixed serially dependent alternatives
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