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~subject:"Autoregressive model"
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Hallin, Marc
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Garel, Bernard
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El Bantli, Faouzi
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Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
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Rank-based partial autocorrelations are not asymptotically distribution-free
Hallin, Marc
;
Garel, Bernard
-
Solvay Brussels School of Economics and Management, …
-
2000
Persistent link: https://www.econbiz.de/10011011460
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Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions
Hallin, Marc
;
El Bantli, Faouzi
-
Solvay Brussels School of Economics and Management, …
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2001
Persistent link: https://www.econbiz.de/10011011532
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Rank-Based Autoregressive Order Identification
Hallin, Marc
;
Garel, Bernard
-
Solvay Brussels School of Economics and Management, …
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1999
Persistent link: https://www.econbiz.de/10011011729
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