scientific article; zbMATH DE number 4070097

zbMATH Open0655.62086MaRDI QIDQ3802452FDOQ3802452

Authors: Michel Harel, Madan L. Puri 

Publication date: 1987

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

Recommendations

• Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
• Weak convergence of the linear rank statistics under strong mixing conditions
• 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 the serial linear rank statistic with unbounded scores and regression constants under mixing conditions

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)

Cited In (8)

• Distribution-free tests against serial dependence: Signed or unsigned ranks?
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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

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