scientific article; zbMATH DE number 3965204

MaRDI QIDQ3732744zbMATH OpenFDO

Authors Gouri K. Bhattacharyya

Publication date 1984

zbMATH Keywords

change of distributionchange pointomnibus alternativesserial dependencetests of randomnesstime seriestrend

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

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Cited in

(19)

• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Oscillation measures as randomness tests
• Rank statistics for serial dependence
• Consistency of rank tests against some general alternatives
• Extreme values and tests for randomness
• Change point tests based on U-statistics with applications in reliability
• Consistency of a rank test against general alternatives of change points (surfaces) and continuous trend
• Variances of the Foster-Stuart round-trip test statistics
• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• Simplicial bivariate tests for randomness
• ON A SERIAL RANK TEST FOR RANDOMNESS AGAINST AUTOCORRELATION
• Significance Levels of Randomization Trend Tests in the Event of Rare Occurrences
• An ANOVA-type test for multiple change points
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