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Volumn 19, Issue 4, 2004, Pages 697-711

Multivariate signed-rank tests in vector autoregressive order identification

Author keywords

Autoregressive processes; Durbin Watson test; Elliptic symmetry; Interdirections; Ranks; Signs

Indexed keywords


EID: 18844381352     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/088342304000000602     Document Type: Article
Times cited : (17)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.