Pages that link to "Item:Q1112523"
From MaRDI portal
The following pages link to Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models (Q1112523):
Displayed 28 items.
- Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
- Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
- Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
- Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
- Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
- Rank statistics for serial dependence (Q1262061) (← links)
- Rates of convergence for linear rank statistics with dependent data (Q1314485) (← links)
- Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
- Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
- Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
- Berry-Esseen and central limit theorems for serial rank statistics via graphs (Q1769775) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics (Q1861635) (← links)
- Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
- A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
- Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
- Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
- Estimators based on ranks for arma models (Q3135553) (← links)
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
- Rank-based tests for autoregressive against bilinear serial dependence (Q4345898) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- Kendall's tau for serial dependence (Q4527901) (← links)
- GENERALIZED SIGNED-RANK ESTIMATORS FOR AUTOREGRESSION PARAMETERS (Q4540727) (← links)
- R-estimation for arma models (Q4551595) (← links)
- TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)
