ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION

DOI10.5183/JJSCS1988.4.25zbMATH Open1330.62331OpenAlexW2122392064MaRDI QIDQ3457652FDOQ3457652

Authors: Osamu Sugano 

Publication date: 16 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.4.25

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zbMATH Keywords

Pitman efficiencyautocorrelation coefficientfirst-order autoregressive processlocal serial rank correlationserial rank statistic

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cited In (6)

• Some robust exact results on sample autocorrelations and tests of randomness
• Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Local Gaussian Autocorrelation and Tests for Serial Independence

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