Rank order statistics for time series models

1988 ◽  
Vol 40 (2) ◽  
pp. 247-260 ◽  
Author(s):  
Lanh Tat Tran
Keyword(s):  
Time Series ◽  
Order Statistics ◽  
Rank Order ◽  
Time Series Models ◽  
Rank Order Statistics

scholarly journals Contributions to the Theory of Rank Order Statistics: The Two-Sample Censored Case

1960 ◽  
Vol 31 (2) ◽  
pp. 415-426 ◽  
Author(s):  
U. V. R. Rao ◽  
I. R. Savage ◽  
M. Sobel
Keyword(s):  
Order Statistics ◽  
Rank Order ◽  
Rank Order Statistics

scholarly journals Comment on “Linguistic Analysis of the Human Heartbeat Using Frequency and Rank Order Statistics”

2004 ◽  
Vol 92 (10) ◽  
Author(s):  
Alexander Kraskov ◽  
Walter Nadler ◽  
Harald Stögbauer ◽  
Peter Grassberger
Keyword(s):  
Order Statistics ◽  
Rank Order ◽  
Linguistic Analysis ◽  
Rank Order Statistics

Simple random walk statistics. Part I: Discrete time results

1996 ◽  
Vol 33 (2) ◽  
pp. 311-330 ◽  
Author(s):  
W. Katzenbeisser ◽  
W. Panny
Keyword(s):  
Random Walk ◽  
Random Walks ◽  
Order Statistics ◽  
Discrete Time ◽  
Rank Order ◽  
Simple Random Walk ◽  
Alternative Method ◽  
Starting Point ◽  
Famous Paper ◽  
Rank Order Statistics

In a famous paper, Dwass (1967) proposed a method to deal with rank order statistics, which constitutes a unifying framework to derive various distributional results. In the present paper an alternative method is presented, which allows us to extend Dwass's results in several ways, namely arbitrary endpoints, horizontal steps and arbitrary probabilities for the three step types. Regarding these extensions the pertaining rank order statistics are extended as well to simple random walk statistics. This method has proved appropriate to generalize all results given by Dwass. Moreover, these discrete time results can be taken as a starting point to derive the corresponding results for randomized random walks by means of a limiting process.

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