Optimal Tests of Noncorrelation Between Multivariate Time Series (Q3632561): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1198/016214507000000239 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1997098670 / rank | |||
Normal rank | |||
Latest revision as of 20:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Tests of Noncorrelation Between Multivariate Time Series |
scientific article |
Statements
Optimal Tests of Noncorrelation Between Multivariate Time Series (English)
0 references
12 June 2009
0 references
Haugh-El Himdi-Roy tests
0 references
Koch-Yang-Hallin-Saidi tests
0 references
local asymptotic normality
0 references
tests of noncorrelation
0 references
time series
0 references
vector autoregressive model
0 references
