ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION (Q3457652): Difference between revisions

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scientific article
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ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION
scientific article

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    ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION (English)
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    16 December 2015
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    serial rank statistic
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    Pitman efficiency
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    autocorrelation coefficient
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    first-order autoregressive process
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    local serial rank correlation
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