Titre :
  • Optimal tests of randomness based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence.
Auteur : Paindaveine, Davy
Statut de publication : Non publié, 2002-04
Sujet CREF : Statistique mathématique
Informations sur la conférence :
  • Fourth international conference on statistical data analysis based on the L1 -norm and related methods, (August 2002: Neuchâtel, Switzerland)
Langue :