Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
| Year of publication: |
1992
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|---|---|
| Authors: | Hallin, Marc ; Melard, Guy ; Milhaud, Xavier |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Annals of Statistics (1992) v.20,p.523-534 |
| Source: |
Persistent link: https://www.econbiz.de/10008590271