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

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+Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
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+On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity
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+Optimal Tests of Noncorrelation Between Multivariate Time Series
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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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+Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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+Power Transformations to Induce Normality and their Applications
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+Tests for noncorrelation of two multivariate ARMA time series
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+A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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+A frequency-domain based test for non-correlation between stationary time series
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series
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+Tests for non-correlation of two cointegrated ARMA time series
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+Indirect estimation of ARFIMA and VARFIMA models
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