Wilcoxon-Signed Rank Test for Long Memory Sequences

Emanuele Taufer

Communications in Statistics - Theory and Methods, 2009, vol. 38, issue 16-17, 3240-3248

Abstract: The Wilcoxon-signed rank test and the sign test are studied under the hypothesis that data exhibit strong dependence features. Using nonlinear transformations of strongly dependent Gaussian sequences, a general setting, which covers most situations of interest, is analyzed. The asymptotic distributions of the tests are derived under fairly general conditions. Comparisons are made with corresponding results in the weak-dependence case.

Date: 2009
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610920902947782 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:38:y:2009:i:16-17:p:3240-3248

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610920902947782

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().