𝔖 Bobbio Scriptorium
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Modeling climate change effects with provenance test data

✍ Scribed by Matyas, C.


Book ID
115517831
Publisher
Oxford University Press
Year
1994
Tongue
English
Weight
510 KB
Volume
14
Category
Article
ISSN
0829-318X

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Non-parametric tests in AR models with a
✍ Marc Hallin; Toufik Zahaf; Jana JurečkovΓ‘; Jaroslava Kalvova; Jan Picek πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 158 KB

New non-parametric tests of the order of the autoregression in a time series model were recently developed by Hallin and JurecAE kovaΓ‚ . The main tool of these tests is the autoregression rank scores. After a brief description of the tests, their performance on simulated AR(1) time series is illustr