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"A local factor nonparametric test for trend synchronism in multiple time ..."

Vyacheslav Lyubchich, Yulia R. Gel (2016)

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DOI: 10.1016/J.JMVA.2016.05.004

access: open

type: Journal Article

metadata version: 2021-02-17

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  dblp key:
  - journals/ma/LyubchichG16
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  - https://dblp.org/rec/journals/ma/LyubchichG16
Vyacheslav Lyubchich, Yulia R. Gel:
A local factor nonparametric test for trend synchronism in multiple time series. J. Multivar. Anal. 150: 91-104 (2016)

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