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June 2000 A study of serial ranks via random graphs
Erich Haeusler, David M. Mason, Tatyana S. Turova
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Bernoulli 6(3): 541-570 (June 2000).

Abstract

Serial ranks have long been used as the basis for nonparametric tests of independence in time series analysis. We shall study the underlying graph structure of serial ranks. This will lead us to a basic martingale which will allow us to construct a weighted approximation to a serial rank process. To show the applicability of this approximation, we will use it to prove two very general central limit theorems for Wald-Wolfowitz-type serial rank statistics.

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Erich Haeusler. David M. Mason. Tatyana S. Turova. "A study of serial ranks via random graphs." Bernoulli 6 (3) 541 - 570, June 2000.

Information

Published: June 2000
First available in Project Euclid: 10 April 2004

zbMATH: 0997.62035
MathSciNet: MR2001I:62057

Rights: Copyright © 2000 Bernoulli Society for Mathematical Statistics and Probability

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Vol.6 • No. 3 • June 2000
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