Abstract
In this work, we have established the aligned signed-rank tests for testing the ordinary dependence against exponential autoregression [] model. The considered tests are asymptotically valid under an arbitrary symmetric innovation density, and locally asymptotically most stringent against the EXPAR alternatives associated with some predetermined symmetric density type. Several simulation was curried out to show the good performance of these tests and an application for modeling the annual sunspots number is provided.
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