Asymptotically most powerful rank tests for multivariate randomness against serial dependence
- Author
- HALLIN, M; INGENBLEEK, J.-F; PURI, M. L
Univ. Libre Bruxelles, Bruxelles, Belgium - Source
Journal of multivariate analysis. 1989, Vol 30, Num 1, pp 34-71, 38 p ; ref : 21 ref
- CODEN
- JMVAAI
- ISSN
- 0047-259X
- Scientific domain
- Mathematics
- Publisher
- Elsevier, San Diego, CA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Bruit blanc Comportement asymptotique Dépendance Modèle ARMA Statistique test Série temporelle Test rang Comportement asymptotique Processus multivarié Test localement plus puissant
- Keyword (en)
- White noise Asymptotic behavior Multivariate process Dependence ARMA model Test statistic Time series Rank test Asymptotic behavior Multivariate process
- Keyword (es)
- Ruido blanco Comportamiento asintótico Dependencia Modelo ARMA Estadística test Serie temporal Test rango Comportamiento asintótico
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 19755219
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/0047-259X(89)90087-0 
https://dx.doi.org/10.1016/0047-259X(89)90087-0
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