Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores

Journal of Statistical Planning and Inference

Volumn 75, Issue 2, 1999, Pages 319-330

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

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b CHARLES UNIVERSITY   (Czech Republic)

^c TECHNICAL UNIVERSITY OF LIBEREC   (Czech Republic)

Author keywords

62F35; 62G10; 62M10; Autoregression rank scores; Test of independence; Time series

Indexed keywords

EID: 0043190043     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(98)00151-7     Document Type: Article

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