Optimal tests for autoregressive models based on autoregression rank scores
type: Item
instance of: scholarly article
title: Optimal tests for autoregressive models based on autoregression rank scores
zbMATH Open document ID: 0962.62084
author: Marc Hallin
author: Jana Jurečková
published in: The Annals of Statistics
publication date: 2001-06-19T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 1462542
zbMATH Keywords: time series
zbMATH Keywords: autoregressive models
zbMATH Keywords: asymptotic tests
zbMATH Keywords: autoregression rank scores
describes a project that uses: AS 229
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1017938931
OpenAlex ID: W2069269567
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DOI: 10.1214/AOS/1017938931
description: scientific article; zbMATH DE number 1462542