Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338): Difference between revisions

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Latest revision as of 15:18, 10 June 2024

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Rank-based optimal tests of the adequacy of an elliptic VARMA model
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    Rank-based optimal tests of the adequacy of an elliptic VARMA model (English)
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    12 September 2005
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    elliptical symmetry
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    multivariate ranks
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    local asymptotic normality
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