Rank-based optimal tests of the adequacy of an elliptic VARMA model
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Publication:2388338
DOI10.1214/009053604000000724zbMath1076.62044arXivmath/0508603OpenAlexW3102677524MaRDI QIDQ2388338
Publication date: 12 September 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0508603
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)
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