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scientific article; zbMATH DE number 218658
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scientific article; zbMATH DE number 218658

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    29 June 1993
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    survey
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    permutation tests
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    nonhomogeneous white noise
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    linear trend
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    local asymptotic sufficiency
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    asymptotic invariance
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    asymptotically similar tests
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    locally most powerful tests
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    asymptotic relative efficiency
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    invariance arguments
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    rank-based methods
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    serial dependence problems
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    linear serial rank statistics
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    asymptotic distributions
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    optimal testing procedures
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    local asymptotic normality of ARMA likelihood families
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    local sufficiency of ranks
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    locally maximin rank-based tests
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    Gaussian parametric methods
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    aligned rank tests
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    asymptotic invariant aligned rank tests
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    ARMA model
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    Gaussian Lagrange multiplier method
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    median-test
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    double-exponential innovation density
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