scientific article; zbMATH DE number 3982350

MaRDI QIDQ3746734zbMATH OpenFDO

Authors Marc Hallin, Jean-Francois Ingenbleek, Madan L. Puri

Publication date 1986

zbMATH Keywords

ARMA modelmaximin optimal powerportmanteau statisticsrank testsstatistics based on rank correlations

Mathematics Subject Classification ID

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

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