Rank statistics for serial dependence (Q1262061): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:38, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank statistics for serial dependence |
scientific article |
Statements
Rank statistics for serial dependence (English)
0 references
1990
0 references
serial rank correlation
0 references
ARMA models
0 references
bilinear time series
0 references
strong
0 references
mixing
0 references
empirical distribution function
0 references
strictly stationary time series
0 references
serial rank statistics
0 references
score functions
0 references
joint asymptotic multivariate normality
0 references
general fixed serially dependent alternatives
0 references
