Rank tests for randomness against time-varying MA alternative

DOI10.1007/978-981-99-0803-5_9MaRDI QIDQ7294837zbMATH OpenFDO

Authors Junichi Hirukawa, Shunsuke Sakai

Publication date 13 July 2026

Full work available at URL https://doi.org/10.1007/978-981-99-0803-5_9

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites work

• Asymptotic methods in statistical decision theory
• Asymptotically Most Powerful Rank-Order Tests
• scientific article; zbMATH DE number 1416649 (Why is no real title available?)
• LAN theorem for non-Gaussian locally stationary processes and its applications
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Linear serial rank tests for randomness against ARMA alternatives
• Local asymptotic normality for autoregression with infinite order
• Local asymptotic normality for regression models with long-memory disturbance
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Maximum likelihood estimation and model selection for locally stationary processes^∗
• On adaptive estimation in stationary ARMA processes
• On the Kullback-Leibler information divergence of locally stationary processes
• Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
• The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend

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