A class of ranks based test statistics for testing hypothesis of randomness (observations are independent and identically distributed) against the alternative that the observations become dependent at some unknown time point is introduced and its limit properties are studied. The considered problem
β¦ LIBER β¦
Rank statistics for serial dependence
β Scribed by Lanh Tat Tran
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 926 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0378-3758
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