Pages that link to "Item:Q1112523"

The following pages link to Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models (Q1112523):

Displaying 29 items.

• Robustness of sign tests in autoregression (Q355271) (← links)
• R-estimation in semiparametric dynamic location-scale models (Q503558) (← links)
• Identification of a spatial autoregression by rank methods (Q664258) (← links)
• Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors (Q707402) (← links)
• Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes (Q915325) (← links)
• Time series analysis via rank order theory: Signed-rank tests for ARMA models (Q1182743) (← links)
• Some asymptotic results for a broad class of nonparametric statistics (Q1200622) (← links)
• Asymptotically most powerful rank tests for multivariate randomness against serial dependence (Q1262052) (← links)
• Rank statistics for serial dependence (Q1262061) (← links)
• Rates of convergence for linear rank statistics with dependent data (Q1314485) (← links)
• Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
• Optimal tests for autoregressive models based on autoregression rank scores (Q1568277) (← links)
• Local asymptotic normality for regression models with long-memory disturbance (Q1583901) (← links)
• Berry-Esseen and central limit theorems for serial rank statistics via graphs (Q1769775) (← links)
• Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
• The split-up algorithm: a fast symbolic method for computing p-values of distribution-free statistics (Q1861635) (← links)
• Explicit and exponential bounds for a test on the coefficient of an AR(1) model (Q1907933) (← links)
• Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
• Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478) (← links)
• Semiparametrically point-optimal hybrid rank tests for unit roots (Q2328053) (← links)
• Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338) (← links)
• Local robustness of sign tests in AR(1) against outliers (Q2437991) (← links)
• The stochastic conditional duration model: a latent variable model for the analysis of financial durations (Q2439048) (← links)
• A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff--Savage results (Q2485468) (← links)
• Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity (Q2493554) (← links)
• Multivariate signed-rank tests in vector autoregressive order identification (Q2503962) (← links)
• Distribution-free tests against serial dependence: Signed or unsigned ranks? (Q2641034) (← links)
• Estimators based on ranks for arma models (Q3135553) (← links)
• TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION (Q4892826) (← links)