Generalized Rank Estimates For An Autoregressive Time Series: A U-Statistic Approach
No abstract is available for this item.
Volume (Year): 4 (2001)
Issue (Month): 2 (May)
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Marc Hallin & Bas Werker, 1998.
"Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests,"
ULB Institutional Repository
2013/2221, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Bas Werker, 1998. "Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests," ULB Institutional Repository 2013/2219, ULB -- Universite Libre de Bruxelles.
- Hallin, Marc & Puri, Madan L., 1991. "Time series analysis via rank order theory: Signed-rank tests for ARMA models," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 1-29, October.
- Marc Hallin & Madan Lal Puri, 1991. "Time series analysis via rank-order theory, signed-rank tests for ARMA models," ULB Institutional Repository 2013/2029, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Jana Jureckova, 1999. "Optimal tests for autoregressive models based on autoregression rank scores," ULB Institutional Repository 2013/2089, ULB -- Universite Libre de Bruxelles.
- Dinh Tuan, Pham, 1986. "The mixing property of bilinear and generalised random coefficient autoregressive models," Stochastic Processes and their Applications, Elsevier, vol. 23(2), pages 291-300, December.
- Marc Hallin & Guy Melard, 1988. "Rank-based tests for randomness against first-order serial dependence," ULB Institutional Repository 2013/2015, ULB -- Universite Libre de Bruxelles.
- Bernard Garel & Marc Hallin, 1999. "Rank-Based Autoregressive Order Identification," ULB Institutional Repository 2013/127976, ULB -- Universite Libre de Bruxelles. Full references (including those not matched with items on IDEAS)
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