Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478)
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scientific article; zbMATH DE number 7634391
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| English | Rank-based testing for semiparametric VAR models: a measure transportation approach |
scientific article; zbMATH DE number 7634391 |
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Rank-based testing for semiparametric VAR models: a measure transportation approach (English)
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19 December 2022
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distribution-freeness
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Durbin-Watson test
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Hájek representation
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local asymptotic normality
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multivariate ranks
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VAR order selection
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