Rank-Based Autoregressive Order Identification

Journal of the American Statistical Association

Volumn 94, Issue 448, 1999, Pages 1357-1371

  Garel, Bernard ^a   Hallin, Marc ^b  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Autoregressive model; Order identification; Rank test; Robust methods; Time series

Indexed keywords

EID: 0442325066     PISSN: 01621459     EISSN: 1537274X     Source Type: Journal    
DOI: 10.1080/01621459.1999.10473887     Document Type: Article

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