ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION

DOI10.5183/JJSCS1988.4.25MaRDI QIDQ3457652zbMATH OpenOpenAlexFDO

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

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)

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