On inference based on the one-sample sign statistic for long-range dependent data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-009-0179-3.pdf
Reference22 articles.
1. Albers W (1978) One-sample rank tests under autoregressive dependence. Ann Stat 6: 836–845
2. Beran J (1994) Statistics for long-memory processes. Chapman and Hall, London
3. Breuer P, Major P (1983) Central limit theorems for non-linear functionals of Gaussian fields. J Multivar Anal 13: 425–441
4. Dehling H, Taqqu MS (1989) The empirical process of some long-range dependent sequences with an application to U-statistics. Ann Stat 17: 1767–1783
5. Dewan I, Prakasa Rao BLS (2005) Wilcoxon-signed rank test for associated sequences. Stat Prob Lett 71: 131–142
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