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A Berry-Esséen theorem for serial rank statistics
Hallin, Marc; Rifi, Khalid - Solvay Brussels School of Economics and Management, … - 1997
Persistent link: https://www.econbiz.de/10011011379
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Testing non-correlation and non-causality between multivariate arma time series
Hallin, Marc; Saidi, Abdessamad - Solvay Brussels School of Economics and Management, … - 2005
Persistent link: https://www.econbiz.de/10011011439
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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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Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
Hallin, Marc; Jureckova, Jana; Picek, Jan; Zahaf, Toufik - Solvay Brussels School of Economics and Management, … - 1999
Persistent link: https://www.econbiz.de/10011011649
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Rank-Based Autoregressive Order Identification
Hallin, Marc; Garel, Bernard - Solvay Brussels School of Economics and Management, … - 1999
Persistent link: https://www.econbiz.de/10011011729