Rank order statistics for time series models |
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| Authors: | Lanh Tat Tran |
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| Affiliation: | (1) Department of Mathematics, Swain Hall East, Indiana University, 47405 Bloomington, IN, U.S.A. |
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| Abstract: | Some invariance principles are obtained for the one-sample rank order statistics of a  -mixing or strong mixing type time series. The estimation of the center of symmetry of the time series and tests for serial dependence are considered as applications. |
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| Keywords: | Invariance principles mixing rank order statistics |
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