Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (Q1860997)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence |
scientific article |
Statements
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (English)
0 references
24 March 2003
0 references
affine invariance
0 references
ARMA dependence
0 references
asymptotic relative efficiency
0 references
elliptical symmetry
0 references
interdirections
0 references
multivariate randomness
0 references
multivariate white noise
0 references
ranks
0 references