A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020): Difference between revisions

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@@ Property / arXiv ID: 0810.2276 / rank @@
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+Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
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+Testing for independence between two covariance stationary time series
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+Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
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+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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