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On multivariate runs tests for randomness
Paindaveine, Davy - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1525-1538
Persistent link: https://www.econbiz.de/10003993023
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Sequential Implementation of Monte Carlo Tests With Uniformly Bounded Resampling Risk
Paindaveine, Davy - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1504-1512
Persistent link: https://www.econbiz.de/10008376196
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Theory and Methods - The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10006606305
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Theory and Methods - Rank-Based Autoregressive Order Identification
Garel, Bernard; Hallin, Marc - In: Journal of the American Statistical Association : JASA 94 (1999) 448, pp. 1357-1371
Persistent link: https://www.econbiz.de/10006625891
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Improved Eaton Bounds for Linear Combinations of Bounded Random Variables, With Statistical Applications
Dufour, Jean-Marie; Hallin, Marc - In: Journal of the American Statistical Association : JASA 88 (1993) 423, pp. 1026-1033
Persistent link: https://www.econbiz.de/10006638802
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Theory and Methods - Determining the Number of Factors in the General Dynamic Factor Model
Hallin, Marc; Liska, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617
Persistent link: https://www.econbiz.de/10007741786
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Theory and Methods - Optimal Tests of Noncorrelation Between Multivariate Time Series
Hallin, Marc; Saidi, Abdessamad - In: Journal of the American Statistical Association : JASA 102 (2007) 479, pp. 938-951
Persistent link: https://www.econbiz.de/10007861935
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Theory and Methods - Comment - Quantile Autoregression
Hallin, Marc; Werker, Bas J.M. - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 996-997
Persistent link: https://www.econbiz.de/10007292904
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The generalized dynamic factor model : one-sided estimation and forecasting
Forni, Mario; Hallin, Marc; Lippi, Marco; Reichlin, Lucrezia - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 830-840
Persistent link: https://www.econbiz.de/10003107697
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Determining the number of factors in the general dynamic factor model
Hallin, Marc; Liška, Roman - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 603-617
Persistent link: https://www.econbiz.de/10003490434