EconPapers    
Economics at your fingertips  
 

Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores

Marc Hallin (), Jana Jureckova, Jan Picek and Toufik Zahaf

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: 62F35; 62G10; 62M10; Autoregression rank scores; Test of independence; Time series (search for similar items in EconPapers)
Date: 1999-01
Note: SCOPUS: ar.j
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Published in: Journal of statistical planning and inference (1999) v.75 n° 2,p.319-330

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ulb:ulbeco:2013/127942

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... lb.ac.be:2013/127942

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().

 
Page updated 2019-06-22
Handle: RePEc:ulb:ulbeco:2013/127942