Rank-based partial autocorrelations are not asymptotically distribution-free
| Year of publication: |
2000-04
|
|---|---|
| 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: Statistics & probability letters (2000) v.47 n° 3,p.219-227 |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011011460