Rank-based tests for autoregressive against bilinear serial dependence

Journal of Nonparametric Statistics

Volumn 6, Issue 2-3, 1996, Pages 253-272

  Benghabrit, Youssef ^a   Hallin, Marc ^b  

^a MOHAMMED V UNIVERSITY   (Morocco)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Aligned ranks; Bilinear model; Bispectrum; Rank test; Test of linearity; Time series

Indexed keywords

EID: 0040971343     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485259608832674     Document Type: Article

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