On testing for separable correlations of multivariate time series

DOI10.1111/j.1467-9892.2004.01795.xzbMath1062.62196MaRDI QIDQ4677027

Yoshihiro Yajima, Yasumasa Matsuda

Publication date: 20 May 2005

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01795.x

zbMATH Keywords

asymptotic distribution; periodogram; nonparametric inference

Mathematics Subject Classification ID

62M30: Inference from spatial processes

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

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Cites Work

• A limit theory for long-range dependence and statistical inference on related models
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• Statistics for Spatial Data
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