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Rank-Based Autoregressive Order Identification

Bernard Garel and Marc Hallin ()

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Keywords: Autoregressive model; Order identification; Rank test; Robust methods; Time series (search for similar items in EconPapers)
Date: 1999-12
Note: SCOPUS: ar.j
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Published in: Journal of the American Statistical Association (1999) v.94 n° 448,p.1357-1371

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