Rank-based partial autocorrelations are not asymptotically distribution-free
Bernard Garel and
Marc Hallin ()
ULB Institutional Repository from ULB -- Universite Libre de Bruxelles
Keywords: 62F35; 62G10; 62M10; Autoregressive model; Order identification; Rank test; Robust methods; Time series (search for similar items in EconPapers)
Note: SCOPUS: ar.j
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Published in: Statistics & probability letters (2000) v.47 nÂ° 3,p.219-227
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Journal Article: Rank-based partial autocorrelations are not asymptotically distribution-free (2000)
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