Time Series Significance Tests Based on Signs of Differences
From MaRDI portal
Publication:5844834
DOI10.2307/2279535zbMath0063.04084OpenAlexW4247500677MaRDI QIDQ5844834
W. A. Wallis, Geoffrey H. Moore
Publication date: 1943
Full work available at URL: https://doi.org/10.2307/2279535
Related Items (10)
Stochastic rearrangement inequalities ⋮ Exponential smoothing based on L-estimation ⋮ A Generalized Version of Foster and Stuart's d-statistic ⋮ A nonparametric partially sequential test for early detection of newly emerging phenomena ⋮ Time series analysis via rank order theory: Signed-rank tests for ARMA models ⋮ Generalized runs tests for heteroscedastic time series ⋮ An asymptotic distribution theory for Eulerian recurrences with applications ⋮ RANK TESTS FOR SERIAL DEPENDENCE ⋮ Joint moments of the number of \(+\) runs and the number of \(+\) signs in a random sequence ⋮ A modified Spearman’s rho parameter-free test statistic for early detection of newly emerging phenomena
This page was built for publication: Time Series Significance Tests Based on Signs of Differences