Linear serial rank tests for randomness against ARMA alternatives
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Publication:1069599
DOI10.1214/aos/1176349662zbMath0584.62064OpenAlexW2085980309MaRDI QIDQ1069599
Jean-Francois Ingenbleek, Marc Hallin, Madan Lal Puri
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349662
asymptotic normalitytime seriesasymptotic relative efficiencycontiguityautoregressive moving averageARMA type of dependencyasymptotically most efficient scorelinear serial rank tests for randomnessscore functions of the ranks of the successive observations
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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