On testing for independence between the innovations of several time series (Q2856550): 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/10.1002/cjs.11141 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2064263801 / rank | |||
Normal rank | |||
Revision as of 21:25, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On testing for independence between the innovations of several time series |
scientific article |
Statements
On testing for independence between the innovations of several time series (English)
0 references
29 October 2013
0 references
copula
0 references
Cramér-von Mises test statistic
0 references
cross-correlation
0 references
independence
0 references
Kolmogorov-Smirnov test statistic
0 references
multivariate lag
0 references
rank-based test statistic
0 references
time series
0 references
