scientific article; zbMATH DE number 4070097

MaRDI QIDQ3802452zbMATH OpenFDO

Authors Michel Harel, Madan L. Puri

Publication date 1987

zbMATH Keywords

asymptotic normalitytime seriesMarkov processesstrong mixing sequenceslinear serial rank statisticsphi-mixing sequencestesting white noise against ARMA alternatives

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Markov processes: hypothesis testing (62M02) Central limit and other weak theorems (60F05)

Recommendations

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Cited in

(8)

• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• scientific article; zbMATH DE number 1979750 (Why is no real title available?)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes
• Rank order statistics for time series models
• Rank statistics for serial dependence
• Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
• Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
• scientific article; zbMATH DE number 4111803 (Why is no real title available?)

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