Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
Marc Hallin (),
Jan Picek and
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)
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 nÂ° 2,p.319-330
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
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 ().