scientific article; zbMATH DE number 4050816

MaRDI QIDQ3787331zbMATH OpenFDO

Authors Marc Hallin, Madan L. Puri

Publication date 1988

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)

Recommendations

• Locally asymptotically rank-based procedures for testing autoregressive moving average dependence
• scientific article; zbMATH DE number 4007477
• scientific article; zbMATH DE number 3982350
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE

Cited in

(6)

• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• scientific article; zbMATH DE number 4007477 (Why is no real title available?)
• Repeated significance tests for stationary arm processes
• On Sign Tests in ARMA Models with Possibly Infinite Error Variance
• Marc Hallin: a commented bibliography (from 1972 to 2023)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3787331)