Rank-based optimal tests of the adequacy of an elliptic...

Rank-based optimal tests of the adequacy of an elliptic VARMA model

Hallin, Marc, Paindaveine, Davy
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Volume:
32
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/009053604000000724
Date:
December, 2004
File:
PDF, 304 KB
english, 2004
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