Tests for non-correlation of two cointegrated ARMA time series (Q4455672): Difference between revisions
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scientific article; zbMATH DE number 2059160
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for non-correlation of two cointegrated ARMA time series |
scientific article; zbMATH DE number 2059160 |
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Tests for non-correlation of two cointegrated ARMA time series (English)
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16 March 2004
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independence test
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residual cross-correlation
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innovation
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