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Rank-based tests for autoregressive against bilinear serial dependence
Authors:
Youssef Benghabrit a;
Marc Hallin -
ab
| Affiliations: | a Ecole Mohammadia d'Ing nieurs Rabat, Morocco |
| b Institut de Statistique and Dpartement de Mathmatique, Universit Libre de Bruxelles Brussels, Belgium |
DOI:
10.1080/10485259608832674
Publication Frequency:
8 issues per year
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
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