Rank-based testing for semiparametric VAR models: a measure transportation approach (Q2108478)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Rank-based testing for semiparametric VAR models: a measure transportation approach |
scientific article; zbMATH DE number 7634391
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based testing for semiparametric VAR models: a measure transportation approach |
scientific article; zbMATH DE number 7634391 |
Statements
Rank-based testing for semiparametric VAR models: a measure transportation approach (English)
0 references
19 December 2022
0 references
distribution-freeness
0 references
Durbin-Watson test
0 references
Hájek representation
0 references
local asymptotic normality
0 references
multivariate ranks
0 references
VAR order selection
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
