Optimal rank-based tests against first-order superdiagonal bilinear dependence-Reference-Cited by-同舟云学术

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Optimal rank-based tests against first-order superdiagonal bilinear dependence

Published:1992-07 Issue:1 Volume:32 Page:45-61
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Benghabrit Youssef,Hallin Marc

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference23 articles.

1. The Statistical Analysis of Time Series;Anderson,1971

2. Thèse de Doctorat;Benghabrit,1992

3. Etude d'un modèle non linéaire, le modèle superdiagonal d'ordre un;Guégan;C.R. Acad. Sci. Paris Ser. 1,1981

4. Tests de modéles non linéaires;Guégan,1984

5. Modéles bilinéaires et polynomiaux de séries chronologiques: étude probabiliste et analyse statistique;Guégan,1988

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1. Rank-based testing for semiparametric VAR models: A measure transportation approach;Bernoulli;2023-02-01

2. A Simple R-estimation method for semiparametric duration models;Journal of Econometrics;2020-10

3. Optimal Detection of Bilinear Dependence in Short Panels of Regression Data;Revista Colombiana de Estadística;2020-07-01

4. R-estimation in semiparametric dynamic location-scale models;Journal of Econometrics;2017-02

5. Optimal tests in AR (m) time series model;Communications in Statistics - Simulation and Computation;2016-11-17

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