Linear serial rank tests for randomness against ARMA alternatives
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Bibliographic InfoPaper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number 2013/2003.
Date of creation: 1985
Date of revision:
Publication status: Published in: Annals of Statistics (1985) v.13,p.1156-1181
Other versions of this item:
- Marc Hallin & Jean-François Ingenbleek & Madan L. Puri, 1984. "Linear serial rank tests for randomness against ARMA alternatives," ULB Institutional Repository 2013/2167, ULB -- Universite Libre de Bruxelles.
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- Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy, 2001. "R-estimation for ARMA models," MPRA Paper 21167, University Library of Munich, Germany.
- Paindaveine, Davy, 2009.
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- Nezar Bennala & Marc Hallin & Davy Paindaveine, 2010. "Rank‐based Optimal Tests for Random Effects in Panel Data," Working Papers ECARES ECARES 2010-018, ULB -- Universite Libre de Bruxelles.
- Garel, Bernard & Hallin, Marc, 2000.
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- Bernard Garel & Marc Hallin, 2000. "Rank-based partial autocorrelations are not asymptotically distribution-free," ULB Institutional Repository 2013/127974, ULB -- Universite Libre de Bruxelles.
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