Asymptotic Bound on the Characteristic Function of Signed Linear Serial Rank Statistics
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DOI: 10.1023/A:1022434304864
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References listed on IDEAS
- Marc. Hallin & Jean‐François Ingenbleek & Madan L. Puri, 1987.
"Linear And Quadratic Serial Rank Tests For Randomness Against Serial Dependence,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 8(4), pages 409-424, July.
- Marc Hallin & Jean-François Ingenbleek & Madan Lal Puri, 1987. "Linear and quadratic serial rank tests for randomness against serial dependence," ULB Institutional Repository 2013/2009, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Catherine Vermandele, 1996. "A simple proof of asymptotic normality for simple serial rank statistics," ULB Institutional Repository 2013/2155, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Khalid Rifi, 1997.
"A Berry-Esséen Theorem for Serial Rank Statistics,"
Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(4), pages 777-799, December.
- Hallin, M. & Rifi, K., 1995. "A Berry-Ess\'een Theorem for Serial Rank Statistics," SFB 373 Discussion Papers 1995,30, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Marc Hallin & Khalid Rifi, 1997. "A Berry-Esséen theorem for serial rank statistics," ULB Institutional Repository 2013/127969, ULB -- Universite Libre de Bruxelles.
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- Marc Hallin & Khalid Rifi, 1996. "The asymptotic behavior of the characteristic function of simple serial rank statistics," ULB Institutional Repository 2013/2059, ULB -- Universite Libre de Bruxelles.
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Keywords
Berry-Esséen bounds; characteristic function; Edgeworth expansions; signed serial rank statistics; time series;All these keywords.
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