On Sign Tests in ARMA Models with Possibly Infinite Error Variance
type: Item
instance of: scholarly article
title: On Sign Tests in ARMA Models with Possibly Infinite Error Variance
zbMATH Open document ID: 1090.62091
DOI: 10.1137/S0040585X97981160
author: Winfried Stute
author: M. V. Boldin
published in: Theory of Probability & Its Applications
publication date: 2005-10-28T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 2220530
zbMATH Keywords: ARMA model
zbMATH Keywords: infinite variance
zbMATH Keywords: sign and rank tests
zbMATH Keywords: asymptotic uniform linearity
MaRDI profile type: MaRDI publication profile
full work available at URL: s0040585x97981160
OpenAlex ID: W1982417088
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description: scientific article; zbMATH DE number 2220530