Q4694318 (Q4694318): Difference between revisions
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scientific article; zbMATH DE number 218658
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| English | No label defined |
scientific article; zbMATH DE number 218658 |
Statements
29 June 1993
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survey
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permutation tests
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nonhomogeneous white noise
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linear trend
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local asymptotic sufficiency
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asymptotic invariance
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asymptotically similar tests
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locally most powerful tests
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asymptotic relative efficiency
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invariance arguments
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rank-based methods
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serial dependence problems
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linear serial rank statistics
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asymptotic distributions
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optimal testing procedures
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local asymptotic normality of ARMA likelihood families
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local sufficiency of ranks
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locally maximin rank-based tests
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Gaussian parametric methods
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aligned rank tests
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asymptotic invariant aligned rank tests
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ARMA model
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Gaussian Lagrange multiplier method
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median-test
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double-exponential innovation density
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