On testing for independence between the innovations of several time series (Q2856550): Difference between revisions

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Latest revision as of 23:28, 6 July 2024

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On testing for independence between the innovations of several time series
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    On testing for independence between the innovations of several time series (English)
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    29 October 2013
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    copula
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    Cramér-von Mises test statistic
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    cross-correlation
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    independence
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    Kolmogorov-Smirnov test statistic
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    multivariate lag
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    rank-based test statistic
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    time series
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