A Berry-Esséen theorem for serial rank statistics

DOI10.1023/A:1003286814679MaRDI QIDQ1384417zbMATH OpenFDO

Authors Marc Hallin, Khalid Rifi

Publication date 17 November 1998

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1003286814679

zbMATH Keywords

Berry-Esseen boundsorder statisticsserial rank statisticstime-series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(6)

• Order statistics for nonstationary time series
• Berry-Esseen and central limit theorems for serial rank statistics via graphs
• Asymptotic bound on the characteristic function of signed linear serial rank statistics
• The Berry-Esseen bounds for sample rescaled poly-variograms
• Marc Hallin: a commented bibliography (from 1972 to 2023)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes

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