Optimal Tests of Noncorrelation Between Multivariate Time Series (Q3632561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Tests of Noncorrelation Between Multivariate Time Series |
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Optimal Tests of Noncorrelation Between Multivariate Time Series (English)
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12 June 2009
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Haugh-El Himdi-Roy tests
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Koch-Yang-Hallin-Saidi tests
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local asymptotic normality
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tests of noncorrelation
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time series
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vector autoregressive model
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