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Uniform Asymptotic Linearity of a Process Based on a Signed Rank Statistic

โœ Scribed by Alain Boulanger and Constance van Eeden


Book ID
115056587
Publisher
John Wiley and Sons
Year
1983
Tongue
French
Weight
275 KB
Volume
11
Category
Article
ISSN
0319-5724

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โœ Sangyeol Lee ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 529 KB

Suppose that Xt = }-~,:0 ai~,t-i is a linear process, where {ag} is a sequence of absolutely summable real numbers and {~,} is a sequence of iid random variables with zero mean and finite variance. In this paper, motivated by Gaussian tests of {Xt }, we investigate the asymptotic behavior of the emp