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

Marc Hallin, Jana Jureckova, Jan Picek and Toufik Zahaf

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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
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Citations: View citations in EconPapers (3)

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

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