Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/127942.
Date of creation: Jan 1999
Date of revision:
Publication status: Published in: Journal of statistical planning and inference (1999) v.75 n° 2,p.319-330
62F35; 62G10; 62M10; Autoregression rank scores; Test of independence; Time series;
Find related papers by JEL classification:
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels).
If references are entirely missing, you can add them using this form.