Time series analysis via rank-order theory, signed-rank tests for ARMA models
| Year of publication: |
1991
|
|---|---|
| Authors: | Hallin, Marc ; Puri, Madan Lal |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in: Journal of Multivariate Analysis (1991) v.39,p.1-29 |
| Source: |
Persistent link: https://www.econbiz.de/10008590155