Wilcoxon-Signed Rank Test for Long Memory Sequences

DOI10.1080/03610920902947782zbMath1175.62044MaRDI QIDQ3645040

Emanuele Taufer

Publication date: 16 November 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920902947782

zbMATH Keywords

long-range dependence; Hermite polynomial; sign test; Gaussian subordination; Wilcoxon-signed rank test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Related Items

On the empirical process of strongly dependent stable random variables: asymptotic properties, simulation and applications

Uses Software

• longmemo

Cites Work

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