Aligned rank tests for linear models with autocorrelated error terms
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Publication:1333198
DOI10.1006/jmva.1994.1040zbMath0805.62050OpenAlexW1994357652MaRDI QIDQ1333198
Publication date: 13 September 1994
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1994.1040
local asymptotic normalitylinear modelsLANautocorrelated errorstime series regressionasymptotically distribution-freelocally asymptotically most stringent testsARMA errorsasymptotically invariant aligned rank testsgeneralized theory of aligned rank tests
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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