Estimation in ARMA models based on signed ranks (Q2834323)
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scientific article; zbMATH DE number 6657077
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| English | Estimation in ARMA models based on signed ranks |
scientific article; zbMATH DE number 6657077 |
Statements
28 November 2016
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ARMA models
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asymptotic relative efficiency
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asymptotic uniform linearity
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local asymptotic normality
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rank and signed-rank procedures
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\(R\)-estimation
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serial signed rank statistics
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0.9020714
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0.90051425
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Estimation in ARMA models based on signed ranks (English)
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