Rank Spectral Processes and Tests for Serial Dependence

DOI10.1214/AOMS/1177690850MaRDI QIDQ5671998zbMATH OpenOpenAlexFDO

Authors Rudolf Beran

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177690850

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(6)

• A central limit theorem for generalized quadratic forms
• Asymptotic minimax theorems for the sample distribution function
• On the asymptotic distribution of the Moran \(I\) test stastistic with applications
• Fluctuations of quadratic chaos
• Fluctuations of matrix entries of regular functions of Wigner matrices
• Consistency of bootstrap approximation to the null distributions of spatiotemporal autocorrelation statistics

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