TIME-SERIES ANALYSIS VIA RANK ORDER THEORY - SIGNED-RANK TESTS FOR ARMA MODELS
[摘要]
[发布日期] 1991-10-01 [发布机构]
[效力级别] [学科分类]
[关键词] SIGNED RANKS;SERIAL RANK STATISTICS;ARMA MODELS;ASYMPTOTIC RELATIVE EFFICIENCY;LOCALLY ASYMPTOTICALLY OPTIMAL TESTS [时效性]
