Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series |
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)
0 references
24 May 2006
0 references
non-correlation
0 references
multiple time series
0 references
ARMA models
0 references
Granger causality
0 references
