Rank-based tests for autoregressive against bilinear serial dependence
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Publication:4345898
DOI10.1080/10485259608832674zbMath0885.62054OpenAlexW2006652868MaRDI QIDQ4345898
Marc Hallin, Youssef Benghabrit
Publication date: 29 March 1998
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259608832674
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (9)
ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS ⋮ Testing time reversibility without moment restrictions ⋮ R-estimation in semiparametric dynamic location-scale models ⋮ Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model ⋮ Checking nonlinear heteroscedastic time series models ⋮ Local power of a Cramér-von Mises type test for parametric autoregressive models of order one ⋮ A nonparametric goodness-of-fit test for a class of parametric autoregressive models ⋮ Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence ⋮ Rank-based testing for semiparametric VAR models: a measure transportation approach
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