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Rank order statistics for time series models

  • Time Series Analysis
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Abstract

Some invariance principles are obtained for the one-sample rank order statistics of a Φ-mixing or strong mixing type time series. The estimation of the center of symmetry of the time series and tests for serial dependence are considered as applications.

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Authors and Affiliations

  1. Department of Mathematics, Swain Hall East, Indiana University, 47405, Bloomington, IN, U.S.A.

    Lanh Tat Tran

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  1. Lanh Tat Tran
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Tran, L.T. Rank order statistics for time series models. Ann Inst Stat Math 40, 247–260 (1988). https://doi.org/10.1007/BF00052341

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  • DOI: https://doi.org/10.1007/BF00052341

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