Zhou, Bo; van den Akker, Ramon; Werker, Bas J. M. Semiparametrically point-optimal hybrid rank tests for unit roots. (English) Zbl 07114923 Ann. Stat. 47, No. 5, 2601-2638 (2019). MSC: 62M07 62G10 62G20 PDF BibTeX XML Cite \textit{B. Zhou} et al., Ann. Stat. 47, No. 5, 2601--2638 (2019; Zbl 07114923) Full Text: DOI Euclid
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
Boldin, M. V. Robustness of sign tests in autoregression. (English. Russian original) Zbl 1417.62239 Mosc. Univ. Math. Bull. 67, No. 3, 112-115 (2012); translation from Vestn. Mosk. Univ., Ser. I 67, No. 3, 40-43 (2012). MSC: 62M10 62G10 62G35 PDF BibTeX XML Cite \textit{M. V. Boldin}, Mosc. Univ. Math. Bull. 67, No. 3, 112--115 (2012; Zbl 1417.62239); translation from Vestn. Mosk. Univ., Ser. I 67, No. 3, 40--43 (2012) 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
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 Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors. (English) Zbl 1087.62098 J. Multivariate Anal. 93, No. 1, 122-163 (2005). MSC: 62M10 62G10 62H15 62J05 62G35 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{D. Paindaveine}, J. Multivariate Anal. 93, No. 1, 122--163 (2005; Zbl 1087.62098) Full Text: DOI
Bauwens, Luc; Veredas, David The stochastic conditional duration model: a latent variable model for the analysis of financial durations. (English) Zbl 1282.91236 J. Econom. 119, No. 2, 381-412 (2004). MSC: 91B70 62M10 62F10 91G70 PDF BibTeX XML Cite \textit{L. Bauwens} and \textit{D. Veredas}, J. Econom. 119, No. 2, 381--412 (2004; Zbl 1282.91236) Full Text: DOI
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
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
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
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
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
Hallin, Marc; Taniguchi, Masanobu; Serroukh, Abdeslam; Choy, Kokyo Local asymptotic normality for regression models with long-memory disturbance. (English) Zbl 0957.62077 Ann. Stat. 27, No. 6, 2054-2080 (1999). Reviewer: J.Anděl (Praha) MSC: 62M10 62F05 62E20 62H30 PDF BibTeX XML Cite \textit{M. Hallin} et al., Ann. Stat. 27, No. 6, 2054--2080 (1999; Zbl 0957.62077) Full Text: DOI
Hallin, Marc; Jurečková, Jana Optimal tests for autoregressive models based on autoregression rank scores. (English) Zbl 0962.62084 Ann. Stat. 27, No. 4, 1385-1414 (1999). MSC: 62M10 62F05 62F35 62G10 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{J. Jurečková}, Ann. Stat. 27, No. 4, 1385--1414 (1999; Zbl 0962.62084) Full Text: DOI
Dufour, Jean-Marie; Hallin, Marc; Mizera, Ivan Generalized runs tests for heteroscedastic time series. (English) Zbl 0899.62058 J. Nonparametric Stat. 9, No. 1, 39-86 (1998). MSC: 62G10 62M09 62M10 PDF BibTeX XML Cite \textit{J.-M. Dufour} et al., J. Nonparametric Stat. 9, No. 1, 39--86 (1998; Zbl 0899.62058) 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
Delgado, Miguel A. Testing serial independence using the sample distribution function. (English) Zbl 0854.62047 J. Time Ser. Anal. 17, No. 3, 271-285 (1996). MSC: 62G10 62M10 PDF BibTeX XML Cite \textit{M. A. Delgado}, J. Time Ser. Anal. 17, No. 3, 271--285 (1996; Zbl 0854.62047) Full Text: DOI
Massé, Bruno; Viano, Marie-Claude Explicit and exponential bounds for a test on the coefficient of an AR(1) model. (English) Zbl 0837.62069 Stat. Probab. Lett. 25, No. 4, 365-371 (1995). MSC: 62M10 PDF BibTeX XML Cite \textit{B. Massé} and \textit{M.-C. Viano}, Stat. Probab. Lett. 25, No. 4, 365--371 (1995; Zbl 0837.62069) Full Text: DOI
Hallin, Marc On the Pitman non-admissibility of correlogram-based methods. (English) Zbl 0807.62068 J. Time Ser. Anal. 15, No. 6, 607-611 (1994). MSC: 62M10 62C15 62G10 62G20 PDF BibTeX XML Cite \textit{M. Hallin}, J. Time Ser. Anal. 15, No. 6, 607--611 (1994; Zbl 0807.62068) 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
Giraitis, L.; Leipus, R. Testing and estimating in the change-point problem of the spectral function. (English) Zbl 0794.62066 Lith. Math. J. 32, No. 1, 15-29 (1992); reprint from Liet. Mat. Rink. 32, No. 1, 20-38 (1992). MSC: 62M15 62M07 60F17 PDF BibTeX XML Cite \textit{L. Giraitis} and \textit{R. Leipus}, Lith. Math. J. 32, No. 1, 15--29 (1992; Zbl 0794.62066) 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
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