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

Marc Hallin (), Jana Jureckova, Jan Picek and Toufik Zahaf

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 1999
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Published in: Journal of Statistical Planning and Inference (1999) v.75,p.319-330

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