Optimal tests for autoregressive models based on autoregression rank scores (Q1568277)

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scientific article; zbMATH DE number 1462542
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Optimal tests for autoregressive models based on autoregression rank scores
scientific article; zbMATH DE number 1462542

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    Optimal tests for autoregressive models based on autoregression rank scores (English)
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    19 June 2001
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    time series
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    autoregressive models
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    asymptotic tests
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    autoregression rank scores
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