Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1111/j.1467-9892.2005.00391.x / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.2005.00391.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2030153618 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simplified conditions for noncausality between vectors in multivariate ARMA models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for noncorrelation of two multivariate ARMA time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for independence between two covariance stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5631939 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Causality in temporal systems. Characterizations and a Survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: Granger-causality in multiple time series / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/J.1467-9892.2005.00391.X / rank
 
Normal rank

Latest revision as of 17:03, 30 December 2024

scientific article; zbMATH DE number 5026123
Language Label Description Also known as
English
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
scientific article; zbMATH DE number 5026123

    Statements

    Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (English)
    0 references
    0 references
    0 references
    24 May 2006
    0 references
    non-correlation
    0 references
    multiple time series
    0 references
    ARMA models
    0 references
    Granger causality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references