Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (Q3632600): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Kilani Ghoudi / rank | |||
| Property / author | |||
| Property / author: Kilani Ghoudi / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1198/016214507000001076 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2020483759 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test |
scientific article |
Statements
Rank-Based Extensions of the Brock, Dechert, and Scheinkman Test (English)
0 references
12 June 2009
0 references
Brock, Dechert, and Scheinkman statistic
0 references
copula
0 references
empirical process
0 references
pseudo-observation
0 references
randomness
0 references
rank
0 references
time series
0 references
