Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (Q3777273)
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scientific article; zbMATH DE number 4039066
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| default for all languages | No label defined |
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| English | Locally asymptotically rank-based procedures for testing autoregressive moving average dependence |
scientific article; zbMATH DE number 4039066 |
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Locally asymptotically rank-based procedures for testing autoregressive moving average dependence (English)
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1988
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time series
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autoregressive moving average
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white noise
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distribution- free asymptotically most powerful test
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generalized linear serial rank statistic
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contiguous ARMA alternatives
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specified coefficients
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unspecified coefficients
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asymptotic sufficiency
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asymptotically maximin most powerful test
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generalized quadratic serial rank statistic
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Box- Pierce portmanteau statistic
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0.89303637
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0.8904803
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0.88663375
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