252 citations · 1.3k across the 41 of their papers we have counts for
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math.ST2005★ 63 cited
Rank-based optimal tests of the adequacy of an elliptic VARMA model
Marc Hallin, Davy Paindaveine
We are deriving optimal rank-based tests for the adequacy of a vector autoregressive-moving average (VARMA) model with elliptically contoured innovation density. These tests are ba…
math.ST2005★ 111 cited
Local linear spatial regression
Marc Hallin, Zudi Lu, Lanh T. Tran
A local linear kernel estimator of the regression function x\mapsto g(x):=E[Y_i|X_i=x], x\in R^d, of a stationary (d+1)-dimensional spatial process {(Y_i,X_i),i\in Z^N} observed ov…