IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v54y2002i2p391-403.html
   My bibliography  Save this article

Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics

Author

Listed:
  • M'hammed Kadri
  • Khalid Rifi

Abstract

No abstract is available for this item.

Suggested Citation

  • M'hammed Kadri & Khalid Rifi, 2002. "Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(2), pages 391-403, June.
  • Handle: RePEc:spr:aistmt:v:54:y:2002:i:2:p:391-403
    DOI: 10.1023/A:1022434304864
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1022434304864
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1023/A:1022434304864?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. 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.
    2. Marc Hallin & Madan Lal Puri, 1992. "Rank tests for time-series analysis: a survey," ULB Institutional Repository 2013/2229, ULB -- Universite Libre de Bruxelles.
    3. Marc Hallin & Khalid Rifi, 1996. "The asymptotic behavior of the characteristic function of simple serial rank statistics," ULB Institutional Repository 2013/2059, ULB -- Universite Libre de Bruxelles.
    4. Marc Hallin & Catherine Vermandele, 1996. "A simple proof of asymptotic normality for simple serial rank statistics," ULB Institutional Repository 2013/2155, ULB -- Universite Libre de Bruxelles.
    5. Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen Theorem for Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 777-799, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen Theorem for Serial Rank Statistics," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 777-799, December.
    2. Husková, M., 2003. "Serial rank statistics for detection of changes," Statistics & Probability Letters, Elsevier, vol. 61(2), pages 199-213, January.
    3. Marcelo Fernandes & Breno Neri, 2010. "Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes," Econometric Reviews, Taylor & Francis Journals, vol. 29(3), pages 276-306.
    4. Dufour, Jean-Marie & Farhat, Abdeljelil & Hallin, Marc, 2006. "Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series," Journal of Econometrics, Elsevier, vol. 130(1), pages 123-142, January.
    5. Nasri, Bouchra R., 2022. "Tests of serial dependence for multivariate time series with arbitrary distributions," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
    6. Pinkse, Joris, 1998. "A consistent nonparametric test for serial independence," Journal of Econometrics, Elsevier, vol. 84(2), pages 205-231, June.
    7. repec:jss:jstsof:33:i05 is not listed on IDEAS
    8. Hallin, M. & Vermandele, C. & Werker, B.J.M., 2003. "Serial and Nonserial Sign-and-Rank Statistics : Asymptotic Representation and Asymptotic Normality," Discussion Paper 2003-23, Tilburg University, Center for Economic Research.
    9. Andy Kwan & Ah-Boon Sim & Yangru Wu, 2005. "On the size and power of normalized autocorrelation coefficients," Applied Financial Economics, Taylor & Francis Journals, vol. 15(1), pages 1-11.
    10. 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;Sociedad de Estadística e Investigación Operativa, vol. 13(2), pages 335-369, December.
    11. Hasan, Mohammad N., 2001. "Rank tests of unit root hypothesis with infinite variance errors," Journal of Econometrics, Elsevier, vol. 104(1), pages 49-65, August.
    12. Andreou, E. & Werker, B.J.M., 2003. "A Simple Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2003-118, Tilburg University, Center for Economic Research.
    13. 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.
    14. Kugiumtzis, Dimitris & Tsimpiris, Alkiviadis, 2010. "Measures of Analysis of Time Series (MATS): A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 33(i05).
    15. Andreou, E. & Werker, B.J.M., 2004. "An Alternative Asymptotic Analysis of Residual-Based Statistics," Discussion Paper 2004-56, Tilburg University, Center for Economic Research.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:54:y:2002:i:2:p:391-403. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.