Linear Serial Rank Tests for Randomness Against Arma Alternatives

JF Ingenbleek, ML Puri, M Hallin - 1985 - scholarworks.iu.edu
In this paper we introduce a class of linear serial rank statistics for the problem of testing
white noise against alternatives of ARMA serial dependence. The asymptotic normality of …
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Linear Serial Rank Tests for Randomness Against Arma Alternatives

JF Ingenbleek, ML Puri, M Hallin - 1985 - scholarworks.iu.edu
In this paper we introduce a class of linear serial rank statistics for the problem of testing
white noise against alternatives of ARMA serial dependence. The asymptotic normality of …