Asymptotic efficiency of rank tests of randomness against autocorrelation
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Publication:1163830
zbMath0484.62099MaRDI QIDQ1163830
Publication date: 1981
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Markov processes: hypothesis testing (62M02)
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