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Rank order statistics for time series models

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  • Lanh Tran

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Suggested Citation

  • Lanh Tran, 1988. "Rank order statistics for time series models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(2), pages 247-260, June.
    • Handle: RePEc:spr:aistmt:v:40:y:1988:i:2:p:247-260
    DOI: 10.1007/BF00052341
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    References listed on IDEAS

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    1. Puri, Madan L. & Tran, Lanh T., 1980. "Empirical distribution functions and functions of order statistics for mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 10(3), pages 405-425, September.
    2. Babu, Gutti Jogesh & Singh, Kesar, 1978. "On deviations between empirical and quantile processes for mixing random variables," Journal of Multivariate Analysis, Elsevier, vol. 8(4), pages 532-549, December.
    3. Marc Hallin & Jean-François Ingenbleek & Madan Lal 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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    Cited by:

    1. Giuseppe Cavaliere & Dimitris N. Politis & Anders Rahbek & Karl B. Gregory & Soumendra N. Lahiri & Daniel J. Nordman, 2015. "Recent developments in bootstrap methods for dependent data," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(3), pages 442-461, May.

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