Characterization of error distributions in time series regression models
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Other versions of this item:
- Hallin, M. & Jurecková, J. & Milhaud, X., 1998. "Characterization of error distributions in time-series regression models," Statistics & Probability Letters, Elsevier, vol. 38(4), pages 335-345, July.
- Marc Hallin & Jana Jureckova & Xavier Milhaud, 1998. "Characterization of error distributions in time-series regression models," ULB Institutional Repository 2013/127959, ULB -- Universite Libre de Bruxelles.
References listed on IDEAS
- 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, 1986. "Nonstationary q-dependent processes and time-varying moving average models: invertibility properties and the forecasting problem," ULB Institutional Repository 2013/2005, ULB -- Universite Libre de Bruxelles.
- Marc Hallin & Claude Lefèvre & Madan Lal Puri, 1988. "On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series," ULB Institutional Repository 2013/2017, ULB -- Universite Libre de Bruxelles.
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