par Hallin, Marc ;Puri, Madan Lal
Référence Proceedings of the National Academy of Sciences of the United States of America, 85, 7, page (2031-2035)
Publication Publié, 1988
Article révisé par les pairs
Titre:
  • Locally asymptomatically rank-based procedures for testing autoregressive moving average dependence
Auteur:Hallin, Marc; Puri, Madan Lal
Informations sur la publication:Proceedings of the National Academy of Sciences of the United States of America, 85, 7, page (2031-2035)
Statut de publication:Publié, 1988
Sujet CREF:Economie
Mots-clés:asymptotic sufficiency
asymptotically maximin most powerful tests
linear serial rank statistics
quadratic rank statistics
rank portmanteau statistics
Note générale:SCOPUS: ar.j
Langue:Anglais
Identificateurs:urn:issn:0027-8424
info:doi/10.1073/pnas.85.7.2031
info:scp/0024121531
RePEc:ulb:ulbeco:2013/127951