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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)
Date: 2000-04
Note: SCOPUS: ar.j
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Published in: Statistics & probability letters (2000) v.47 n° 3,p.219-227

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