WEAK-CONVERGENCE OF SERIAL RANK STATISTICS UNDER DEPENDENCE WITH APPLICATIONS IN TIME-SERIES AND MARKOV-PROCESSES

被引：5

作者：

HAREL, M ^{[1
]}

PURI, ML ^{[1
]}

机构：

[1] INDIANA UNIV,DEPT MATH,BLOOMINGTON,IN 47405

来源：

ANNALS OF PROBABILITY | 1990年 / 18卷 / 03期

关键词：

D O I：

10.1214/aop/1176990749

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

页码：1361 / 1387

页数：27

共 10 条

[1] WEAK-CONVERGENCE OF SERIAL RANK STATISTICS UNDER DEPENDENCE WITH APPLICATIONS IN TIME-SERIES AND MARKOV-PROCESSES
HAREL, M
PURI, M
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1987, 304 (19): : 583 - 586
[2] WEAK-CONVERGENCE OF MARKOV-PROCESSES USING PROJECTIVE SYSTEMS
MERZBACH, E
BULLETIN DES SCIENCES MATHEMATIQUES, 1995, 119 (02): : 129 - 145
[3] SOME RESULTS ON WEAK-CONVERGENCE OF JUMP MARKOV-PROCESSES AND THEIR STABILITY PROPERTIES
COSTANTINI, C
NAPPO, G
SYSTEMS & CONTROL LETTERS, 1982, 2 (03) : 175 - 183
[4] WEAK-CONVERGENCE OF THE U-STATISTIC AND WEAK INVARIANCE OF THE ONE-SAMPLE RANK ORDER STATISTIC FOR MARKOV-PROCESSES AND ARMA MODELS
HAREL, M
PURI, ML
JOURNAL OF MULTIVARIATE ANALYSIS, 1989, 31 (02) : 258 - 265
[5] WEAK-CONVERGENCE OF MULTIDIMENSIONAL RANK STATISTICS UNDER PHI-MIXING CONDITIONS
HAREL, M
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1988, 20 (01) : 41 - 63
[6] WEAK-CONVERGENCE OF LINEAR RANK STATISTICS FOR INDEPENDENCE UNDER ALPHA-MIXING
OLIVARES, M
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1992, 314 (04): : 309 - 311
[7] WEAK-CONVERGENCE OF MULTIDIMENSIONAL RANK STATISTICS UNDER PSI-MIXING CONDITION
HAREL, M
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1988, 306 (10): : 433 - 436
[8] WEAK-CONVERGENCE OF TIME-SEQUENTIAL CENSORED RANK STATISTICS WITH APPLICATIONS TO SEQUENTIAL TESTING IN CLINICAL-TRIALS
MING, GG
TZE, LL
ANNALS OF STATISTICS, 1991, 19 (03): : 1403 - 1433
[9] WEAK-CONVERGENCE OF THE SERIAL LINEAR RANK-STATISTIC WITH UNBOUNDED SCORES AND REGRESSION CONSTANTS UNDER MIXING CONDITIONS
HAREL, M
PURI, M
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1988, 307 (11): : 617 - 620
[10] CONVERGENCE OF LEAST-SQUARES IDENTIFIERS OF TIME-SERIES WITH MARTINGALE DIFFERENCE AND BINARY WHITE MARKOV GENERATING PROCESSES
GROSSPIETSCH, J
GRAUPE, D
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1981, 12 (01) : 119 - 125

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