SOME NON-PARAMETRIC TESTS FOR M-DEPENDENT TIME-SERIES

被引:19
作者
SEN, PK
机构
关键词
D O I
10.2307/2283141
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:134 / 147
页数:14
相关论文
共 10 条
[1]  
CRAMER H, 1946, MATH METHODS STATIST
[2]   SOME NONPARAMETRIC-TESTS FOR COMOVEMENTS BETWEEN TIME-SERIES [J].
GOODMAN, LA ;
GRUNFELD, Y .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1961, 56 (293) :11-&
[3]  
GRENANDER U, STATISTICAL ANAL STA
[4]   THE CENTRAL LIMIT THEOREM FOR DEPENDENT RANDOM VARIABLES [J].
HOEFFDING, W ;
ROBBINS, H .
DUKE MATHEMATICAL JOURNAL, 1948, 15 (03) :773-780
[6]   A new measure of rank correlation [J].
Kendall, MG .
BIOMETRIKA, 1938, 30 :81-93
[7]  
Lindeberg JW., 1925, 6 SKAND MATH K KOB, P437
[8]   NONPARAMETRIC TESTS AGAINST TREND [J].
Mann, Henry B. .
ECONOMETRICA, 1945, 13 (03) :245-259
[9]   Time series significance tests based on signs of differences [J].
Moore, GH ;
Wallis, WA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1943, 38 (222) :153-164
[10]  
Sen PK., 1963, CALCUTTA STAT ASS B, V12, P69, DOI DOI 10.1177/0008068319630301