Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
| Year of publication: |
1999-01
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| Authors: | Hallin, Marc ; Jureckova, Jana ; Picek, Jan ; Zahaf, Toufik |
| Institutions: | Solvay Brussels School of Economics and Management, Université Libre de Bruxelles |
| Subject: | Autoregression rank scores | Test of independence | Time series |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | SCOPUS: ar.j Published in: Journal of statistical planning and inference (1999) v.75 n° 2,p.319-330 |
| Source: |
Persistent link: https://www.econbiz.de/10011011649