WEAK-CONVERGENCE OF THE U-STATISTIC AND WEAK INVARIANCE OF THE ONE-SAMPLE RANK ORDER STATISTIC FOR MARKOV-PROCESSES AND ARMA MODELS

被引:4
作者
HAREL, M [1 ]
PURI, ML [1 ]
机构
[1] INDIANA UNIV,BLOOMINGTON,IN 47401
关键词
D O I
10.1016/0047-259X(89)90066-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:258 / 265
页数:8
相关论文
共 5 条
[1]  
COLLOMB G, 1983, CR ACAD SCI I-MATH, V296, P859
[2]  
DAVYDOV YA, 1973, THEORY PROBAB APPL, V2, P312
[3]  
HAREL M, 1989, J MULTIVARIATE ANAL, V29
[4]  
MOKKADEM A, 1978, J TIME SER ANAL, V8, P195
[5]  
NUMMELIN E, 1982, STOCHASTIC PROCESS A, V0012, P00187