Rank-Based Autoregressive Order Identification
| Year of publication: |
1999-12
|
|---|---|
| Authors: | Hallin, Marc ; Garel, Bernard |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Autoregressive model | Order identification | Rank test | Robust methods | Time series |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Journal of the American Statistical Association (1999) v.94 n° 448,p.1357-1371 |
| Source: |
Persistent link: https://www.econbiz.de/10011011729