Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence

Marc Hallin and Madan Lal Puri

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: asymptotic sufficiency; asymptotically maximin most powerful tests; linear serial rank statistics; quadratic rank statistics; rank portmanteau statistics (search for similar items in EconPapers)
Date: 1988
Note: SCOPUS: ar.j
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Published in: Proceedings of the National Academy of Sciences of the United States of America (1988) v.85 n° 7,p.2031-2035

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