Publication:2834323
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zbMath1490.62223MaRDI QIDQ2834323
Publication date: 28 November 2016
Full work available at URL: http://jirss.irstat.ir/browse.php?a_id=99&slc_lang=en&sid=1&ftxt=1
local asymptotic normality; asymptotic relative efficiency; ARMA models; asymptotic uniform linearity; \(R\)-estimation; rank and signed-rank procedures; serial signed rank statistics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation