Multivariate signed-rank tests in vector autoregressive order identification (Q2503962)

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Multivariate signed-rank tests in vector autoregressive order identification
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    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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