Hallin, Marc; La Vecchia, Davide A simple R-estimation method for semiparametric duration models. (English) Zbl 07308430 J. Econom. 218, No. 2, 736-749 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{D. La Vecchia}, J. Econom. 218, No. 2, 736--749 (2020; Zbl 07308430) Full Text: DOI
Tsay, Ruey S. Testing serial correlations in high-dimensional time series via extreme value theory. (English) Zbl 07180793 J. Econom. 216, No. 1, 106-117 (2020). MSC: 62 91 PDF BibTeX XML Cite \textit{R. S. Tsay}, J. Econom. 216, No. 1, 106--117 (2020; Zbl 07180793) Full Text: DOI
Louhichi, Sana; Miura, Ryozo; Volný, Dalibor On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors. (English) Zbl 1369.62110 Statistics 51, No. 1, 167-187 (2017). MSC: 62G35 62G20 60F17 62M10 PDF BibTeX XML Cite \textit{S. Louhichi} et al., Statistics 51, No. 1, 167--187 (2017; Zbl 1369.62110) Full Text: DOI
Hallin, Marc; La Vecchia, Davide R-estimation in semiparametric dynamic location-scale models. (English) Zbl 1403.91274 J. Econom. 196, No. 2, 233-247 (2017). MSC: 91B84 62G05 62M05 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{D. La Vecchia}, J. Econom. 196, No. 2, 233--247 (2017; Zbl 1403.91274) Full Text: DOI
Bennala, Nezar; Hallin, Marc; Paindaveine, Davy Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels. (English) Zbl 1443.62429 J. Econom. 170, No. 1, 50-67 (2012). MSC: 62P20 62G10 62M10 62G20 PDF BibTeX XML Cite \textit{N. Bennala} et al., J. Econom. 170, No. 1, 50--67 (2012; Zbl 1443.62429) Full Text: DOI Link
Cho, Jin Seo; White, Halbert Generalized runs tests for the IID hypothesis. (English) Zbl 1441.62648 J. Econom. 162, No. 2, 326-344 (2011). MSC: 62P20 62G10 62M10 PDF BibTeX XML Cite \textit{J. S. Cho} and \textit{H. White}, J. Econom. 162, No. 2, 326--344 (2011; Zbl 1441.62648) Full Text: DOI
Boldin, M. V. Local robustness of sign tests in AR(1) against outliers. (English) Zbl 1282.62189 Math. Methods Stat. 20, No. 1, 1-13 (2011). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{M. V. Boldin}, Math. Methods Stat. 20, No. 1, 1--13 (2011; Zbl 1282.62189) Full Text: DOI
Goryainov, V. B. Identification of a spatial autoregression by rank methods. (English. Russian original) Zbl 1235.93247 Autom. Remote Control 72, No. 5, 975-988 (2011); translation from Avtom. Telemekh. 2011, No. 5, 82-95 (2011). MSC: 93E12 PDF BibTeX XML Cite \textit{V. B. Goryainov}, Autom. Remote Control 72, No. 5, 975--988 (2011; Zbl 1235.93247); translation from Avtom. Telemekh. 2011, No. 5, 82--95 (2011) Full Text: DOI
El Melhaoui, Saïd; Allal, Jelloul Optimal rank-based detection of exponential component in autoregressive models. (English) Zbl 1116.62092 J. Nonparametric Stat. 18, No. 7-8, 431-447 (2006). MSC: 62M10 62G10 62G20 PDF BibTeX XML Cite \textit{S. El Melhaoui} and \textit{J. Allal}, J. Nonparametric Stat. 18, No. 7--8, 431--447 (2006; Zbl 1116.62092) Full Text: DOI
Hallin, Marc; Vermandele, Catherine; Werker, Bas Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic normality. (English) Zbl 1091.62033 Ann. Stat. 34, No. 1, 254-289 (2006). MSC: 62G10 62G20 62M10 PDF BibTeX XML Cite \textit{M. Hallin} et al., Ann. Stat. 34, No. 1, 254--289 (2006; Zbl 1091.62033) Full Text: DOI arXiv
Hallin, Marc; Paindaveine, Davy Multivariate signed-rank tests in vector autoregressive order identification. (English) Zbl 1100.62577 Stat. Sci. 19, No. 4, 697-711 (2004). MSC: 62H15 62M10 62G10 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{D. Paindaveine}, Stat. Sci. 19, No. 4, 697--711 (2004; Zbl 1100.62577) Full Text: DOI
Hallin, Marc; Paindaveine, Davy Rank-based optimal tests of the adequacy of an elliptic VARMA model. (English) Zbl 1076.62044 Ann. Stat. 32, No. 6, 2642-2678 (2004). MSC: 62G10 62M10 62H15 62G20 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{D. Paindaveine}, Ann. Stat. 32, No. 6, 2642--2678 (2004; Zbl 1076.62044) Full Text: DOI arXiv
Genest, Christian; Rémillard, Bruno Tests of independence and randomness based on the empirical copula process. (English) Zbl 1069.62039 Test 13, No. 2, 335-370 (2004). MSC: 62G10 62E20 62F05 PDF BibTeX XML Cite \textit{C. Genest} and \textit{B. Rémillard}, Test 13, No. 2, 335--370 (2004; Zbl 1069.62039) Full Text: DOI
Paindaveine, D. A unified and elementary proof of serial and nonserial, univariate and multivariate, Chernoff–Savage results. (English) Zbl 1079.62064 Stat. Methodol. 1, No. 1-2, 81-91 (2004). MSC: 62H15 62G20 62C15 62G10 PDF BibTeX XML Cite \textit{D. Paindaveine}, Stat. Methodol. 1, No. 1--2, 81--91 (2004; Zbl 1079.62064) Full Text: DOI
Turova, Tatyana S. Berry-Esseen and central limit theorems for serial rank statistics via graphs. (English) Zbl 1071.62046 Bernoulli 10, No. 2, 221-250 (2004). Reviewer: Erich Häusler (Gießen) MSC: 62G20 60F05 05C90 60C05 PDF BibTeX XML Cite \textit{T. S. Turova}, Bernoulli 10, No. 2, 221--250 (2004; Zbl 1071.62046) Full Text: DOI
Allal, J.; Faizi, M.; Kaaouachi, A. Adaptive \(r\)-estimation in autoregressions. (English) Zbl 1102.62090 Commun. Stat., Theory Methods 33, No. 2, 381-395 (2004). MSC: 62M10 62F35 62F12 PDF BibTeX XML Cite \textit{J. Allal} et al., Commun. Stat., Theory Methods 33, No. 2, 381--395 (2004; Zbl 1102.62090) Full Text: DOI
Allal, J.; Kaaouachi, A. Adaptive \(R\)-estimation in a linear regression model with ARMA errors. (English) Zbl 1037.62058 Statistics 37, No. 4, 271-286 (2003). MSC: 62J05 62F35 62F12 62M10 PDF BibTeX XML Cite \textit{J. Allal} and \textit{A. Kaaouachi}, Statistics 37, No. 4, 271--286 (2003; Zbl 1037.62058) Full Text: DOI
Genest, Christian; Quessy, Jean-François; Rémillard, Bruno Tests of serial independence based on Kendall’s process. (English) Zbl 1016.62051 Can. J. Stat. 30, No. 3, 441-461 (2002). MSC: 62G10 62M10 62G20 62G30 62M99 PDF BibTeX XML Cite \textit{C. Genest} et al., Can. J. Stat. 30, No. 3, 441--461 (2002; Zbl 1016.62051) Full Text: DOI
Terpstra, Jeffrey T. Generalized signed-rank estimators for autoregression parameters. (English) Zbl 1108.62323 Commun. Stat., Theory Methods 31, No. 3, 367-395 (2002). MSC: 62M10 62G05 62F10 PDF BibTeX XML Cite \textit{J. T. Terpstra}, Commun. Stat., Theory Methods 31, No. 3, 367--395 (2002; Zbl 1108.62323) Full Text: DOI
Mukherjee, Kanchan; Bai, Z. D. R-estimation in autoregression with square-integrable score function. (English) Zbl 1011.62093 J. Multivariate Anal. 81, No. 1, 167-186 (2002). MSC: 62M10 62G20 62G05 PDF BibTeX XML Cite \textit{K. Mukherjee} and \textit{Z. D. Bai}, J. Multivariate Anal. 81, No. 1, 167--186 (2002; Zbl 1011.62093) Full Text: DOI
Allal, J.; Kaaouachi, A.; Paindaveine, D. R-estimation for ARMA models. (English) Zbl 0994.62087 J. Nonparametric Stat. 13, No. 6, 815-831 (2001). MSC: 62M10 62F12 PDF BibTeX XML Cite \textit{J. Allal} et al., J. Nonparametric Stat. 13, No. 6, 815--831 (2001; Zbl 0994.62087) Full Text: DOI
Mason, David M.; Turova, Tatyana S. Motoo’s combinatorial central limit theorem for serial rank statistics. (English) Zbl 0970.62028 J. Stat. Plann. Inference 91, No. 2, 427-440 (2000). MSC: 62G10 62G20 PDF BibTeX XML Cite \textit{D. M. Mason} and \textit{T. S. Turova}, J. Stat. Plann. Inference 91, No. 2, 427--440 (2000; Zbl 0970.62028) Full Text: DOI
Ferguson, Thomas S.; Genest, Christian; Hallin, Marc Kendall’s tau for serial dependence. (English) Zbl 0958.62083 Can. J. Stat. 28, No. 3, 587-604 (2000). MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{T. S. Ferguson} et al., Can. J. Stat. 28, No. 3, 587--604 (2000; Zbl 0958.62083) Full Text: DOI
Garel, Bernard; Hallin, Marc Rank-based partial aurocorrelations are not asymptotically distribution-free. (English) Zbl 1054.62582 Stat. Probab. Lett. 47, No. 3, 219-227 (2000). MSC: 62M10 62G10 62F35 PDF BibTeX XML Cite \textit{B. Garel} and \textit{M. Hallin}, Stat. Probab. Lett. 47, No. 3, 219--227 (2000; Zbl 1054.62582) Full Text: DOI
Pinkse, Joris A consistent nonparametric test for serial independence. (English) Zbl 0924.62041 J. Econom. 84, No. 2, 205-231 (1998). MSC: 62G10 62M10 62P20 PDF BibTeX XML Cite \textit{J. Pinkse}, J. Econom. 84, No. 2, 205--231 (1998; Zbl 0924.62041) Full Text: DOI
Mokkadem, Abdelkader A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test. (English) Zbl 0936.62101 Stochastic Processes Appl. 72, No. 2, 145-159 (1997). MSC: 62M10 62B10 62E20 PDF BibTeX XML Cite \textit{A. Mokkadem}, Stochastic Processes Appl. 72, No. 2, 145--159 (1997; Zbl 0936.62101) Full Text: DOI
Benghabrit, Youssef; Hallin, Marc Rank-based tests for autoregressive against bilinear serial dependence. (English) Zbl 0885.62054 J. Nonparametric Stat. 6, No. 2-3, 253-272 (1996). MSC: 62G10 62M10 PDF BibTeX XML Cite \textit{Y. Benghabrit} and \textit{M. Hallin}, J. Nonparametric Stat. 6, No. 2--3, 253--272 (1996; Zbl 0885.62054) Full Text: DOI
Tjøstheim, Dag Measures of dependence and tests of independence. (English) Zbl 0876.62040 Statistics 28, No. 3, 249-284 (1996). MSC: 62G10 62H20 62M10 PDF BibTeX XML Cite \textit{D. Tjøstheim}, Statistics 28, No. 3, 249--284 (1996; Zbl 0876.62040) Full Text: DOI
Gonçalves, E.; Jacob, P.; Mendes Lopes, N. A new test for ARMA models with errors following a general white noise process. (English) Zbl 0852.62083 Test 5, No. 1, 187-202 (1996). MSC: 62M10 62M07 PDF BibTeX XML Cite \textit{E. Gonçalves} et al., Test 5, No. 1, 187--202 (1996; Zbl 0852.62083) Full Text: DOI
Tran, Lanh Tat; Wu, Berlin Order statistics for nonstationary time series. (English) Zbl 0801.62047 Ann. Inst. Stat. Math. 45, No. 4, 665-686 (1993). MSC: 62G30 62M10 PDF BibTeX XML Cite \textit{L. T. Tran} and \textit{B. Wu}, Ann. Inst. Stat. Math. 45, No. 4, 665--686 (1993; Zbl 0801.62047) Full Text: DOI
Thompson, G. L. Rates of convergence for linear rank statistics with dependent data. (English) Zbl 0787.62054 J. Stat. Plann. Inference 37, No. 2, 145-157 (1993). MSC: 62G20 62E20 62G10 PDF BibTeX XML Cite \textit{G. L. Thompson}, J. Stat. Plann. Inference 37, No. 2, 145--157 (1993; Zbl 0787.62054) Full Text: DOI
Taniguchi, Masanobu; Kondo, Masao Non-parametric approach in time series analysis. (English) Zbl 0780.62044 J. Time Ser. Anal. 14, No. 4, 397-408 (1993). MSC: 62G10 62M15 62G05 62G20 PDF BibTeX XML Cite \textit{M. Taniguchi} and \textit{M. Kondo}, J. Time Ser. Anal. 14, No. 4, 397--408 (1993; Zbl 0780.62044) Full Text: DOI
Benghabrit, Youssef; Hallin, Marc Optimal rank-based tests against first-order superdiagonal bilinear dependence. (English) Zbl 0752.62036 J. Stat. Plann. Inference 32, No. 1, 45-61 (1992). MSC: 62G10 62M10 62G20 PDF BibTeX XML Cite \textit{Y. Benghabrit} and \textit{M. Hallin}, J. Stat. Plann. Inference 32, No. 1, 45--61 (1992; Zbl 0752.62036) Full Text: DOI
Hallin, Marc; Puri, Madan L. Some asymptotic results for a broad class of nonparametric statistics. (English) Zbl 0752.62039 J. Stat. Plann. Inference 32, No. 2, 165-196 (1992). MSC: 62G20 60F10 60F05 62E20 62G30 62G10 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{M. L. Puri}, J. Stat. Plann. Inference 32, No. 2, 165--196 (1992; Zbl 0752.62039) Full Text: DOI
Harel, Michel; Puri, Madan L. Limiting behavior of one sample rank order statistics with unbounded scores for nonstationary absolutely regular processes. (English) Zbl 0731.60006 J. Stat. Plann. Inference 27, No. 1, 1-23 (1991). Reviewer: R.Vasudeva (Mysore) MSC: 60B10 60F05 62G30 PDF BibTeX XML Cite \textit{M. Harel} and \textit{M. L. Puri}, J. Stat. Plann. Inference 27, No. 1, 1--23 (1991; Zbl 0731.60006) Full Text: DOI
Ferretti, Nélida E.; Kelmansky, Diana M.; Yohai, Víctor J. Estimators based on ranks for ARMA models. (English) Zbl 0800.62524 Commun. Stat., Theory Methods 20, No. 12, 3879-3907 (1991). MSC: 62M10 62F12 62G20 PDF BibTeX XML Cite \textit{N. E. Ferretti} et al., Commun. Stat., Theory Methods 20, No. 12, 3879--3907 (1991; Zbl 0800.62524) Full Text: DOI
Hallin, Marc; Puri, Madan L. Time series analysis via rank order theory: Signed-rank tests for ARMA models. (English) Zbl 0751.62041 J. Multivariate Anal. 39, No. 1, 1-29 (1991). Reviewer: R.Mentz (S.M.de Tucuman) MSC: 62M10 62E20 62G10 62M07 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{M. L. Puri}, J. Multivariate Anal. 39, No. 1, 1--29 (1991; Zbl 0751.62041) Full Text: DOI
Hallin, Marc; Laforet, Annie; Melard, Guy Distribution-free tests against serial dependence: Signed or unsigned ranks? (English) Zbl 0721.62045 J. Stat. Plann. Inference 24, No. 2, 151-165 (1990). MSC: 62G10 62M10 PDF BibTeX XML Cite \textit{M. Hallin} et al., J. Stat. Plann. Inference 24, No. 2, 151--165 (1990; Zbl 0721.62045) Full Text: DOI
Nieuwenhuis, Gert; Ruymgaart, Frits Some stochastic inequalities and asymptotic normality of serial rank statistics in general linear processes. (English) Zbl 0702.62083 J. Stat. Plann. Inference 25, No. 1, 53-79 (1990). Reviewer: Zhidong Bai MSC: 62M10 60F05 62G20 62E20 60G17 PDF BibTeX XML Cite \textit{G. Nieuwenhuis} and \textit{F. Ruymgaart}, J. Stat. Plann. Inference 25, No. 1, 53--79 (1990; Zbl 0702.62083) Full Text: DOI
Tran, Lanh Tat Rank statistics for serial dependence. (English) Zbl 0685.62073 J. Stat. Plann. Inference 24, No. 2, 215-232 (1990). MSC: 62M10 62E20 62G10 PDF BibTeX XML Cite \textit{L. T. Tran}, J. Stat. Plann. Inference 24, No. 2, 215--232 (1990; Zbl 0685.62073) Full Text: DOI
Kreiss, Jens-Peter Local asymptotic normality for autoregression with infinite order. (English) Zbl 0778.62083 J. Stat. Plann. Inference 26, No. 2, 185-219 (1990). MSC: 62M10 62M09 62F35 62F12 60G10 62E20 PDF BibTeX XML Cite \textit{J.-P. Kreiss}, J. Stat. Plann. Inference 26, No. 2, 185--219 (1990; Zbl 0778.62083) Full Text: DOI
Hallin, Marc; Ingenbleek, Jean-Francois; Puri, Madan L. Asymptotically most powerful rank tests for multivariate randomness against serial dependence. (English) Zbl 0685.62047 J. Multivariate Anal. 30, No. 1, 34-71 (1989). Reviewer: M.Huškova MSC: 62G10 62M10 PDF BibTeX XML Cite \textit{M. Hallin} et al., J. Multivariate Anal. 30, No. 1, 34--71 (1989; Zbl 0685.62047) Full Text: DOI
Lanh Tat Tran Rank order statistics for time series models. (English) Zbl 0682.62064 Ann. Inst. Stat. Math. 40, No. 2, 247-260 (1988). MSC: 62M10 60F17 PDF BibTeX XML Cite \textit{Lanh Tat Tran}, Ann. Inst. Stat. Math. 40, No. 2, 247--260 (1988; Zbl 0682.62064) Full Text: DOI
Hallin, Marc; Ingenbleek, Jean-François; Puri, Madan L. Linear and quadratic serial rank tests for randomness against serial dependence. (English) Zbl 0661.62091 J. Time Ser. Anal. 8, 409-424 (1987). Reviewer: R.Mentz MSC: 62G10 62M10 PDF BibTeX XML Cite \textit{M. Hallin} et al., J. Time Ser. Anal. 8, 409--424 (1987; Zbl 0661.62091) Full Text: DOI
Dufour, Jean-Marie; Roy, Roch Generalized portmanteau statistics and tests of randomness. (English) Zbl 0602.62075 Commun. Stat., Theory Methods 15, 2953-2972 (1986). MSC: 62M10 62F03 62G10 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{R. Roy}, Commun. Stat., Theory Methods 15, 2953--2972 (1986; Zbl 0602.62075) Full Text: DOI