Title of article :
Rank-based partial autocorrelations are not asymptotically distribution-free
Author/Authors :
Bernard Garel، نويسنده , , Marc Hallin، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2000
Keywords :
Time series , Autoregressive model , Order identi cation , Rank test , Robust methods
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters
