Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338): Difference between revisions
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Revision as of 06:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based optimal tests of the adequacy of an elliptic VARMA model |
scientific article |
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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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