ORDER-STATISTICS FOR NONSTATIONARY TIME-SERIES

Order statistics has an important role in statistical inference. The m ain purpose of this paper is to investigate order statistics, and also explore its applications in the analysis of nonstationary time series . Our results show that linear functions of order statistics for a lar ge class of time series are asymptotically normal. The methods of proo f involve approximations of serially dependent random variables by ind ependent ones. The problems of testing for the existence of a linear t rend and the problem of testing randomness versus serial dependence ar e considered as applications.