A local factor nonparametric test for trend synchronism in multiple time series

Vyacheslav Lyubchich, Yulia R. Gel. A local factor nonparametric test for trend synchronism in multiple time series. J. Multivariate Analysis, 150:91-104, 2016. [doi]

Authors

Vyacheslav Lyubchich

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Yulia R. Gel

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