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On sign tests in ARMA models with possibly infinite
Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 3, pp. 436-460 Cet article a éte moissonné depuis la source Math-Net.Ru

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For ARMA models with possibly infinite variance, we construct sign tests for linear hypotheses about a vector of unknown parameter. We study an asymptotic power of tests.
Keywords: ARMA model, infinite variance, sign and rank tests, asymptotic uniform linearity. 
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M. V. Boldin; W. Stute. On sign tests in ARMA models with possibly infinite. Teoriâ veroâtnostej i ee primeneniâ, Tome 49 (2004) no. 3, pp. 436-460. http://geodesic.mathdoc.fr/item/TVP_2004_49_3_a1/

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