THE SIGN TEST FOR STOCHASTIC PROCESSES

DOI10.1111/J.1467-842X.1989.TB00509.XMaRDI QIDQ3489231zbMATH OpenFDO

Authors Richard Huggins

Publication date 1989

Published in Australian Journal of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptoticsresidualsautoregressive processessign test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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• An invariant sign test for random walks based on recursive median adjustment
• On nonparametric sign procedures for autoregression models
• A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
• Analysis of crack growth with robust, distribution-free estimators and tests for non-stationary autoregressive processes
• Tests based on simplicial depth for AR(1) models with explosion
• Outlier detection tests based on martingale estimating equations for stochastic processes
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