Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence
| Year of publication: |
1988
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| Authors: | Hallin, Marc ; Puri, Madan Lal |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | asymptotic sufficiency | asymptotically maximin most powerful tests | linear serial rank statistics | quadratic rank statistics | rank portmanteau statistics |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Proceedings of the National Academy of Sciences of the United States of America (1988) v.85 n° 7,p.2031-2035 |
| Source: |
Persistent link: https://www.econbiz.de/10011011757