… linear serial rank statistics for the problem of testing white noise against alternatives of
ARMA serial … , both under the null as well as alternative hypotheses, using LeCam's notion of …

… linear serial rank statistics for the problem of testing white noise against alternatives of
ARMA serial … , both under the null as well as alternative hypotheses, using LeCam's notion of …

… problem of testing randomness against alternatives of ARMA … is the particular linear serial
rank statistic, namely, the rank … our rank tests with respect to some classical parametric tests (…

… As stated in Section 1.1, the contiguous ARMA alternatives H2'f that we are considering
are characterized by a vector d = (dl, . . . , d,,)' of real coefficients and a density type f: By a …

… linear serial rank statistics for the problem of testing white noise against alternatives of
ARMA serial … , both under the null as well as alternative hypotheses, using LeCam's notion of …

… for linear hypotheses about the coefficients of an ARMA model (… substitute the ranks, or
some function thereof, for the observations in the problem of testing randomness against serial …

… tests for randomness against local first-order alternatives of ARMA dependence can be based
on f-rank … a study of the Bahadur efficiency of linear serial rank tests, a subject that has not …

… local alternatives of ARMA dependence, of a class of linear serial multirank … the alternative
of ARMA dependence, we show here that the key role is played by what we define as the rank …

… analysis, ARMA models, or linear models with ARMA error terms, … substitute the ranks, or
some function thereof, for the observations in the problem of testing randomness against serial …

… the idea of the problem of testing randomness against ARMA alternative to a class of locally
… use the linear serial rank statistics and apply the notion of the contiguity [12] for the testing …