Hallin, Marc; Puri, Madan L. Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models. (English) Zbl 0659.62111 Ann. Stat. 16, No. 1, 402-432 (1988). Reviewer: R.Mentz MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{M. L. Puri}, Ann. Stat. 16, No. 1, 402--432 (1988; Zbl 0659.62111) Full Text: DOI
Hallin, Marc; Puri, Madan L. Locally asymptotically rank-based procedure for testing autoregressive moving average dependence. (English) Zbl 0637.62081 Proc. Natl. Acad. Sci. USA 85, No. 7, 2031-2035 (1988). MSC: 62M10 62G10 62M07 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{M. L. Puri}, Proc. Natl. Acad. Sci. USA 85, No. 7, 2031--2035 (1988; Zbl 0637.62081) 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
Hallin, Marc; Puri, Madan L. Locally asymptotically optimal tests for randomness. (English) Zbl 0617.62097 New perspectives in theoretical and applied statistics, Sel. Pap. 3rd Int. Meet. Stat., Bilbao/Spain 1986, 87-99 (1987). Reviewer: H.Hietikko MSC: 62M10 62M07 PDF BibTeX XML
Dufour, Jean-Marie; Roy, Roch L’echangéabilité en séries chronologiques: Quelques résultats exacts sur les autocorrélations et les statistiques portemanteau. (Exchangeability in time-series: Some exact results on autocorrelations and portemanteau statistics). (French) Zbl 0624.62085 Cah. Cent. Étud. Rech. Opér. 28, 19-39 (1986). Reviewer: E.J.Hannan MSC: 62M10 62E15 62F03 62G30 PDF BibTeX XML Cite \textit{J.-M. Dufour} and \textit{R. Roy}, Cah. Cent. Étud. Rech. Opér. 28, 19--39 (1986; Zbl 0624.62085)
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
Davies, N.; Triggs, C. M.; Newbold, P. Significance levels of the Box-Pierce portmanteau statistic in finite samples. (English) Zbl 0391.62066 Biometrika 64, 517-522 (1977). MSC: 62M10 PDF BibTeX XML Cite \textit{N. Davies} et al., Biometrika 64, 517--522 (1977; Zbl 0391.62066) Full Text: DOI