scientific article

zbMath0586.62139MaRDI QIDQ3711557

Jean-Francois Ingenbleek, Marc Hallin, Madan Lal Puri

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic efficiencyoptimal testsportmanteau statistictesting randomnesschi-square type testscontiguous specified ARMA alternativesmaximin most powerful quadratic test statisticquadratic serial rank statisticsunspecified alternatives

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Asymptotically most powerful rank tests for multivariate randomness against serial dependence

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