scientific article; zbMATH DE number 4050816

zbMATH Open0644.62092MaRDI QIDQ3787331FDOQ3787331

Madan L. Puri, Marc Hallin

Publication date: 1988

Title of this publication is not available (Why is that?)

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zbMATH Keywords

ARMA serial dependencelocally asymptotically maximin signed-rank test

Mathematics Subject Classification ID

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

Cited In (5)

• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• On Sign Tests in ARMA Models with Possibly Infinite Error Variance
• Repeated significance tests for stationary arm processes
• Title not available (Why is that?)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models

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