par Hallin, Marc ;Jureckova, Jana ;Koul, Hira Lal
Référence Advances In Statistical Modeling And Inference: Essays In Honor Of Kjell A Doksum, World Scientific Publishing Co., page (335-362)
Publication Publié, 2007-01
Partie d'ouvrage collectif
Résumé : This paper establishes an asymptotic representation for regression and autoregression rank score statistics of the serial type. Applications include rank-based versions of the Durbin-Watson test, tests of AR(p) against AR(p + 1) dependence, or detection of the presence of random components in AR processes.