LE3 .A278 2011

2011

Zhang, Ying

Acadia University

Bachelor of Science

Honours

Mathematics and Statistics

Mathematics & Statistics

The purpose of this thesis is to examine both the asymptotic and the finite sample distribution properties of the sign statistic. Background information is provided on time series, U-statistics are discussed, and some theory involving U-statistics, in particular the sign statistic, is presented and applied. The finite sample distribution of the sign statistic is examined through computer simulation of particular ARMA models. The asymptotic and finite variance of the sign statistic are considered, and a method to use the sign statistic in hypothesis testing is investigated.

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https://scholar.acadiau.ca/islandora/object/theses:784