scientific article; zbMATH DE number 3982352

MaRDI QIDQ3746736zbMATH OpenFDO

Authors Marc Hallin, Guy Mélard

Publication date 1986

zbMATH Keywords

ARMA processasymptotic distributional resultslinear and quadratic statisticslinear and quadratic tests based on rank correlationsmedian type testmodel identificationMonte-Carlo simulationsoutlier datapowerrank autocorrelationsrank portmanteau statisticsrobustsampling fluctuationssmall or medium sized samplestests based on serial correlationsvan der Waerden type testwhite noiseWilcoxon type test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

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