Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (Q1860997)
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scientific article; zbMATH DE number 1877111
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| English | Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence |
scientific article; zbMATH DE number 1877111 |
Statements
Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence (English)
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24 March 2003
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affine invariance
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ARMA dependence
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asymptotic relative efficiency
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elliptical symmetry
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interdirections
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multivariate randomness
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multivariate white noise
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ranks
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0.85386455
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0.85319746
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0.84506714
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0.8423615
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0.8349624
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0.8325608
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