Rank-based optimal tests of the adequacy of an elliptic VARMA model (Q2388338)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based optimal tests of the adequacy of an elliptic VARMA model |
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Rank-based optimal tests of the adequacy of an elliptic VARMA model (English)
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12 September 2005
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elliptical symmetry
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multivariate ranks
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local asymptotic normality
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