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Order statistics for nonstationary time series

Author

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  • Lanh Tran
  • Berlin Wu

Abstract

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Suggested Citation

  • Lanh Tran & Berlin Wu, 1993. "Order statistics for nonstationary time series," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 45(4), pages 665-686, December.
    • Handle: RePEc:spr:aistmt:v:45:y:1993:i:4:p:665-686
    DOI: 10.1007/BF00774780
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    References listed on IDEAS

    as
    1. Pham, Tuan D. & Tran, Lanh T., 1985. "Some mixing properties of time series models," Stochastic Processes and their Applications, Elsevier, vol. 19(2), pages 297-303, April.
    2. Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri, 1987. "Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(4), pages 409-424, July.
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