Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632)
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scientific article; zbMATH DE number 7595189
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| English | Tests of serial dependence for multivariate time series with arbitrary distributions |
scientific article; zbMATH DE number 7595189 |
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Tests of serial dependence for multivariate time series with arbitrary distributions (English)
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30 September 2022
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arbitrary distributions
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contiguity
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multilinear copula
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serial dependence
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0.8415881991386414
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0.8017953038215637
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0.8017953038215637
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0.8012429475784302
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0.7950424551963806
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