On inference based on the one-sample sign statistic for long-range dependent data
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References listed on IDEAS
- Breuer, Péter & Major, Péter, 1983. "Central limit theorems for non-linear functionals of Gaussian fields," Journal of Multivariate Analysis, Elsevier, vol. 13(3), pages 425-441, September.
- Dewan, Isha & Rao, B.L.S. Prakasa, 2005. "Wilcoxon-signed rank test for associated sequences," Statistics & Probability Letters, Elsevier, vol. 71(2), pages 131-142, February.
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KeywordsConfidence intervals; Gaussian subordination; Long-range dependence; Sign statistic; Subsampling; 60G10; 60G18; 62G20;
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