Multivariate signed-rank tests in vector autoregressive order identification (Q2503962)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate signed-rank tests in vector autoregressive order identification |
scientific article |
Statements
Multivariate signed-rank tests in vector autoregressive order identification (English)
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22 September 2006
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Ranks
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signs
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Durbin--Watson test
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interdirections
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elliptic symmetry
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autoregressive processes
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