Kendall's tau for serial dependence
| Year of publication: |
2000
|
|---|---|
| Authors: | Hallin, Marc ; Ferguson, Thomas S. ; Genest, Christian |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Canadian Journal of Statistics (2000) v.28,p.587-604 |
| Source: |
Persistent link: https://www.econbiz.de/10008590461