Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach
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Publication:6353554
DOI10.3150/21-BEJ1456arXiv2011.06062MaRDI QIDQ6353554
Davide La Vecchia, Marc Hallin, Hang Liu
Publication date: 11 November 2020
Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)
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