Multivariate signed-rank tests in vector autoregressive order identification

Statistical Science

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

  Hallin, Marc ^a   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

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

References (25)

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