Rank order statistics for time series models

DOI10.1007/BF00052341MaRDI QIDQ1824331zbMATH OpenOpenAlexFDO

Authors Lanh Tat Tran

Publication date 1988

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

Full work available at URL https://doi.org/10.1007/bf00052341

zbMATH Keywords

time seriesstrong mixinginvariance principlesphi-mixingone-sample rank order statisticsestimation of the center of symmetrytests for serial dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 3464663 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• A functional law of the iterated logarithm for empirical distribution functions of weakly dependent random variables
• Almost sure invariance principles for partial sums of weakly dependent random variables
• Empirical distribution functions and functions of order statistics for mixing random variables
• Estimates of Location Based on Rank Tests
• Linear serial rank tests for randomness against ARMA alternatives
• On deviations between empirical and quantile processes for mixing random variables
• On the \(\varphi\)-mixing condition for stationary random sequences
• RANK TESTS FOR SERIAL DEPENDENCE
• Robust Estimation of the First-Order Autoregressive Parameter
• Some Limit Theorems for Stationary Processes
• Some mixing properties of time series models
• Weak convergence of generalized empirical processes relative to \(d_q\) under strong mixing

Cited in

(10)

• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Interval-valued time series models: estimation based on order statistics exploring the agriculture marketing service data
• Order statistics for nonstationary time series
• Rates of convergence for linear rank statistics with dependent data
• scientific article; zbMATH DE number 4015972 (Why is no real title available?)
• NONPARAMETRIC TESTS FOR SERIAL DEPENDENCE
• Rank statistics for serial dependence
• Asymptotic distribution of rank statistics under dependencies with multivariate application
• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• A smooth block bootstrap for statistical functionals and time series

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