A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (Q3740858): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| label / en | label / en | ||
A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/2289246 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4243142489 / rank | |||
Normal rank | |||
| Property / title | |||
A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (English) | |||
| Property / title: A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (English) / rank | |||
Normal rank | |||
Latest revision as of 22:41, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function |
scientific article |
Statements
1986
0 references
univariate ARIMA model
0 references
quadratic form
0 references
Satterthwaite's procedure
0 references
Haugh test for independence
0 references
successive cross-correlation coefficients
0 references
asymptotic test
0 references
Monte Carlo study
0 references
regression F tests
0 references
A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (English)
0 references
