Linear serial rank tests for randomness against ARMA alternatives
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/2003.
Date of creation: 1985
Date of revision:
Publication status: Published in: Annals of Statistics (1985) v.13,p.1156-1181
Other versions of this item:
- Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1984. "Linear serial rank tests for randomness against ARMA alternatives," ULB Institutional Repository 2013/2167, ULB -- Universite Libre de Bruxelles.
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- Bennala, Nezar & Hallin, Marc & Paindaveine, Davy, 2012. "Pseudo-Gaussian and rank-based optimal tests for random individual effects in large n small T panels," Journal of Econometrics, Elsevier, vol. 170(1), pages 50-67.
- Pinkse, Joris, 1998. "A consistent nonparametric test for serial independence," Journal of Econometrics, Elsevier, vol. 84(2), pages 205-231, June.
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- Nezar Bennala & Marc Hallin & Davy Paindaveine, 2010. "Rank‐based Optimal Tests for Random Effects in Panel Data," Working Papers ECARES ECARES 2010-018, ULB -- Universite Libre de Bruxelles.
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- Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen Theorem for Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(4), pages 777-799, December.
- M. Hallin & K. Rifi, 1995. "A Berry-Ess\'een Theorem for Serial Rank Statistics," SFB 373 Discussion Papers 1995,30, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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- Mokkadem, Abdelkader, 1997. "A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test," Stochastic Processes and their Applications, Elsevier, vol. 72(2), pages 145-159, December.
- Paindaveine, Davy, 2009.
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- Mukherjee, Kanchan & Bai, Z. D., 2002. "R-estimation in Autoregression with Square-Integrable Score Function," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 167-186, April.
- Christian Genest & Bruno Rémillard, 2004. "Test of independence and randomness based on the empirical copula process," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 13(2), pages 335-369, December.
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