Time Series Significance Tests Based on Signs of Differences

DOI10.2307/2279535MaRDI QIDQ5844834zbMATH OpenOpenAlexFDO

Authors Geoffrey H. Moore, W. A. Wallis

Publication date 1943

Full work available at URL https://doi.org/10.2307/2279535

Cited in

(11)

• Stochastic rearrangement inequalities
• Time series analysis via rank order theory: Signed-rank tests for ARMA models
• An asymptotic distribution theory for Eulerian recurrences with applications
• Signs of impact effects in time series regression models
• Exponential smoothing based on L-estimation.
• RANK TESTS FOR SERIAL DEPENDENCE
• Generalized runs tests for heteroscedastic time series
• A generalized version of Foster and Stuart's \(d\)-statistic
• A nonparametric partially sequential test for early detection of newly emerging phenomena
• A modified Spearman’s rho parameter-free test statistic for early detection of newly emerging phenomena
• Joint moments of the number of + runs and the number of + signs in a random sequence

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