مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores

Title of article :

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

Author/Authors :

Marc Hallin، نويسنده , , Jana Jure kova، نويسنده , , Jan Picek، نويسنده , , Toufik Zahaf، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

319

To page :

330

Keywords :

Test of independence , Autoregression rank scores , time series

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218681

Link To Document :