Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (Q3777273): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q33561873, #quickstatements; #temporary_batch_1708557319324 |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:37, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally asymptotically rank-based procedures for testing autoregressive moving average dependence |
scientific article |
Statements
Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (English)
0 references
1988
0 references
time series
0 references
autoregressive moving average
0 references
white noise
0 references
distribution- free asymptotically most powerful test
0 references
generalized linear serial rank statistic
0 references
contiguous ARMA alternatives
0 references
specified coefficients
0 references
unspecified coefficients
0 references
asymptotic sufficiency
0 references
asymptotically maximin most powerful test
0 references
generalized quadratic serial rank statistic
0 references
Box- Pierce portmanteau statistic
0 references
