scientific article; zbMATH DE number 3967739

MaRDI QIDQ3734922zbMATH OpenFDO

Authors Jean-Francois Ingenbleek, Marc Hallin

Publication date 1984

zbMATH Keywords

asymptotic distributionasymptotic relative efficiencycontiguous hypothesesfirst-order autocorrelation coefficientfirst-order autoregressiveoptimal rank statisticsPitman efficiencytesting randomness

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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