On testing for independence between the innovations of several time series (Q2856550): Difference between revisions
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Revision as of 08:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing for independence between the innovations of several time series |
scientific article |
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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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