Non-parametric tests in ar models with applications to climatic data

Environmetrics

Volumn 8, Issue 6, 1997, Pages 651-660

  Hallin, Marc ^a   Zahaf, Toufik ^a   Jurečková, Jana ^b   Kalvova, Jaroslava ^b   Picek, Jan ^c  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b CHARLES UNIVERSITY   (Czech Republic)

^c TECHNICAL UNIVERSITY OF LIBEREC   (Czech Republic)

Author keywords

Autoregression; Climate data; Non parametric tests

Indexed keywords

AUTOREGRESSION; CLIMATE DATA; NON-PARAMETRIC TEST; TEMPERATURE;

CZECH REPUBLIC, MORAVIA;

EID: 0031453740     PISSN: 11804009     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-095X(199711/12)8:6<651::AID-ENV276>3.0.CO;2-U     Document Type: Article

References (8)

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3. Hallin, M. and Jurečková, J. (1996). 'Optimal tests for autoregressive models based on autoregression rank scores', submitted.
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