THE SIGN TEST FOR STOCHASTIC PROCESSES

DOI10.1111/J.1467-842X.1989.TB00509.XzbMATH Open0707.62188MaRDI QIDQ3489231FDOQ3489231

Authors: Richard Huggins 

Publication date: 1989

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

Recommendations

• On nonparametric sign procedures for autoregression models
• An invariant sign test for random walks based on recursive median adjustment
• scientific article; zbMATH DE number 4076392
• scientific article; zbMATH DE number 1301720
• On residual empirical processes of stochastic regression models with applications to time series

zbMATH Keywords

asymptoticsresidualsautoregressive processessign test

Mathematics Subject Classification ID

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

Cited In (10)

• The Sign Test for Interval-Valued Data
• Simplified simplicial depth for regression and autoregressive growth processes
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)

This page was built for publication: THE SIGN TEST FOR STOCHASTIC PROCESSES

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3489231)