Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence

Bernoulli

Volumn 8, Issue 6, 2002, Pages 787-815

  Hallin, Marc ^a   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Affine invariance; ARMA dependence; Asymptotic relative efficiency; Elliptical symmetry; Interdirections; Multivariate randomness; Multivariate white noise; Ranks

Indexed keywords

EID: 7044255633     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (23)

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