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Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach - MaRDI portal

Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach

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Publication:6353554

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DOI10.3150/21-BEJ1456arXiv2011.06062MaRDI QIDQ6353554

Davide La Vecchia, Marc Hallin, Hang Liu

Publication date: 11 November 2020

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

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