Tests of serial dependence for multivariate time series with arbitrary distributions
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Publication:2079632
DOI10.1016/j.jmva.2022.105102MaRDI QIDQ2079632
Publication date: 30 September 2022
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105102
62H15: Hypothesis testing in multivariate analysis
62M15: Inference from stochastic processes and spectral analysis
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