LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE (Q3810746)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE |
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LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE (English)
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1987
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contiguous ARMA alternatives
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rank portmanteau tests
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asymptotic relative efficiencies
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rank tests for serial dependence
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quadratic rank tests
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Box-Pierce portmanteau test
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chi-square type tests
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null hypothesis of randomness
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linear serial rank statistic
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score function
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asymptotically most powerful
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asymptotically maximum most powerful
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van der Warden
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Wilcoxon
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Laplace
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Spearman
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