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~institution:"Solvay Brussels School of Economics and Management, Université Libre de Bruxelles"
~person:"Farhat, Abdeljelil"
~person:"Melard, Guy"
~person:"Paindaveine, Davy"
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Autoregressive processes
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Durbin-Watson test
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Elliptic symmetry
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Halfspace depth
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Interdirections
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Multivariate quantile
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Farhat, Abdeljelil
Melard, Guy
Paindaveine, Davy
Hallin, Marc
157
Puri, Madan Lal
20
Ingenbleek, Jean-François
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
8
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Hallin, Marc
;
Farhat, Abdeljelil
;
Dufour, Jean-Marie
-
Solvay Brussels School of Economics and Management, …
-
2006
Persistent link: https://www.econbiz.de/10008590381
Saved in:
2
Multivariate quantiles and multiple-output regression quantiles: From L1 optimization to halfspace depth
Hallin, Marc
;
Paindaveine, Davy
;
Šiman, Miroslav
-
Solvay Brussels School of Economics and Management, …
-
2010
Persistent link: https://www.econbiz.de/10011011620
Saved in:
3
Multivariate signed-rank tests in vector autoregressive order identification
Hallin, Marc
;
Paindaveine, Davy
-
Solvay Brussels School of Economics and Management, …
-
2004
Persistent link: https://www.econbiz.de/10010735240
Saved in:
4
Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence
Hallin, Marc
;
Melard, Guy
;
Milhaud, Xavier
-
Solvay Brussels School of Economics and Management, …
-
1992
Persistent link: https://www.econbiz.de/10008590271
Saved in:
5
Distribution-free tests against serial dependence: signed or unsigned ranks?
Hallin, Marc
;
Laforet, Annie
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1990
Persistent link: https://www.econbiz.de/10008590214
Saved in:
6
Contribution to "Discussion of the paper by Bruce and Martin"
Hallin, Marc
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1989
Persistent link: https://www.econbiz.de/10008590175
Saved in:
7
Supériorité des tests de rangs signés sur les tests de rangs non signés pour des contre-hypothèses de dépendance sérielle du premier ordre
Hallin, Marc
;
Laforet, Annie
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1989
Persistent link: https://www.econbiz.de/10008575682
Saved in:
8
Discussion of Leave k-out diagnostics for time series
Hallin, Marc
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1989
Persistent link: https://www.econbiz.de/10008590100
Saved in:
9
Rank-based tests for randomness against first-order serial dependence
Hallin, Marc
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1988
Persistent link: https://www.econbiz.de/10008575936
Saved in:
10
Les statistiques de rangs dans l'identification des modèles de séries chronologiques: comptes rendus du colloque Approches non paramétriques en analyse chronologique, Institut des...
Hallin, Marc
;
Melard, Guy
-
Solvay Brussels School of Economics and Management, …
-
1986
Persistent link: https://www.econbiz.de/10008574446
Saved in:
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