Rank-based optimal tests of the adequacy of AN elliptic varma model

Annals of Statistics

Volumn 32, Issue 6, 2004, Pages 2642-2678

  Hallin, Marc ^a   Paindaveine, Davy ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Elliptical symmetry; Local asymptotic normality; Multivariate ranks; VARMA models

Indexed keywords

EID: 7044265891     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000000724     Document Type: Article

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