Time series analysis based on running Mann-Whitney Z statistics

DOI10.1111/J.1467-9892.2010.00683.XMaRDI QIDQ4979079zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 1373656 (Why is no real title available?)
• A new look at the statistical model identification
• Fourier analysis of time series. An introduction.
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other

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