Time series analysis based on running Mann-Whitney Z statistics

DOI10.1111/J.1467-9892.2010.00683.XzbMATH Open1290.62101OpenAlexW1559092815MaRDI QIDQ4979079FDOQ4979079

Authors: Steve Mauget 

Publication date: 16 June 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2010.00683.x

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zbMATH Keywords

nonparametric statisticsMann-Whitney \(U\) statisticsmoving window methodranking based analysis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

Cites Work

• Title not available (Why is that?)
• A new look at the statistical model identification
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
• Title not available (Why is that?)
• Fourier analysis of time series. An introduction.

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