Multivariate signed-rank tests in vector autoregressive order identification
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Publication:2503962
DOI10.1214/088342304000000602zbMath1100.62577OpenAlexW2001860837MaRDI QIDQ2503962
Publication date: 22 September 2006
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/088342304000000602
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)
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Cites Work
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