Hallin, Marc; Puri, Madan L. Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models. (English) Zbl 0659.62111 Ann. Stat. 16, No. 1, 402-432 (1988). Reviewer: R.Mentz MSC: 62M10 62G10 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{M. L. Puri}, Ann. Stat. 16, No. 1, 402--432 (1988; Zbl 0659.62111) Full Text: DOI
Hallin, Marc; Puri, Madan L. Locally asymptotically rank-based procedure for testing autoregressive moving average dependence. (English) Zbl 0637.62081 Proc. Natl. Acad. Sci. USA 85, No. 7, 2031-2035 (1988). MSC: 62M10 62G10 62M07 PDF BibTeX XML Cite \textit{M. Hallin} and \textit{M. L. Puri}, Proc. Natl. Acad. Sci. USA 85, No. 7, 2031--2035 (1988; Zbl 0637.62081) Full Text: DOI