A symbolic test for testing independence between time series (Q3077678): Difference between revisions

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+A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series
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+Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
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+Testing for independence between two covariance stationary time series
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+Relative Entropy Measures of Multivariate Dependence
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+Estimation of entropy and other functionals of a multivariate density
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+A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function
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+Q3747485
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+A non-parametric independence test using permutation entropy
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+Tests for non-correlation of two cointegrated ARMA time series
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+Q4125549
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