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Journal of Nonparametric Statistics Volume 6, 1996 - Issue 2-3
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Original Articles

Rank-based tests for autoregressive against bilinear serial dependence

Youssef Benghabrit Ecole Mohammadia d'Ingénieurs Rabat, Morocco
&
Marc Hallin Ecole Mohammadia d'Ingénieurs Rabat, Morocco; Institut de Statistique and Département de Mathématique, Université Libre de Bruxelles Brussels, Belgium
Pages 253-272 | Published online: 12 Apr 2007

Citations (11)

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Read on this site (1)

M. Bentarzi & L. Djeddou. (2014) Adaptive Estimation of Periodic First-Order Threshold Autoregressive Model. Communications in Statistics - Simulation and Computation 43:7, pages 1611-1630.
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Articles from other publishers (10)

Marc Hallin, Davide La Vecchia & Hang Liu. (2023) Rank-based testing for semiparametric VAR models: A measure transportation approach. Bernoulli 29:1.
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Marc Hallin & Davide La Vecchia. (2020) A Simple R-estimation method for semiparametric duration models. Journal of Econometrics 218:2, pages 736-749.
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Aziz Lmakri, Abdelhadi Akharif & Amal Mellouk. (2020) Optimal Detection of Bilinear Dependence in Short Panels of Regression Data. Revista Colombiana de Estadística 43:2, pages 143-171.
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Marc Hallin & Davide La Vecchia. (2017) R-estimation in semiparametric dynamic location-scale models. Journal of Econometrics 196:2, pages 233-247.
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Joseph Ngatchou-Wandji & Nâamane Laïb. (2008) Local power of a Cramér–von Mises type test for parametric autoregressive models of order one. Computers & Mathematics with Applications 56:4, pages 918-929.
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Joseph Ngatchou-Wandji. (2005) Checking nonlinear heteroscedastic time series models. Journal of Statistical Planning and Inference 133:1, pages 33-68.
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Abdelhadi Akharif & Marc Hallin. (2003) Efficient detection of random coefficients in autoregressive models. The Annals of Statistics 31:2.
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Yi-Ting Chen, Ray Y. Chou & Chung-Ming Kuan. (2000) Testing time reversibility without moment restrictions. Journal of Econometrics 95:1, pages 199-218.
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Joseph Ngatchou Wandji. (1998) A nonparametric goodness-of-fit test for a class of parametric autoregressive models. Journal of Statistical Planning and Inference 71:1-2, pages 57-74.
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Youssef Benghabrit & Marc Hallin. (1998) Locally asymptotically optimal tests for AR(p) against diagonal bilinear dependence. Journal of Statistical Planning and Inference 68:1, pages 47-63.
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