Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594): Difference between revisions
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| Property / cites work: Simplified conditions for noncausality between vectors in multivariate ARMA models / rank | |||
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| Property / cites work: Tests for noncorrelation of two multivariate ARMA time series / rank | |||
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| Property / cites work: Testing for independence between two covariance stationary time series / rank | |||
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| Property / cites work: Q5631939 / rank | |||
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| Property / cites work: Causality in temporal systems. Characterizations and a Survey / rank | |||
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| Property / cites work: Granger-causality in multiple time series / rank | |||
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Latest revision as of 14:34, 24 June 2024
scientific article; zbMATH DE number 5026123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series |
scientific article; zbMATH DE number 5026123 |
Statements
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (English)
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24 May 2006
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non-correlation
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multiple time series
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ARMA models
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Granger causality
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