On testing for independence between the innovations of several time series (Q2856550)
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scientific article; zbMATH DE number 6220694
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| English | On testing for independence between the innovations of several time series |
scientific article; zbMATH DE number 6220694 |
Statements
On testing for independence between the innovations of several time series (English)
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29 October 2013
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copula
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Cramér-von Mises test statistic
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cross-correlation
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independence
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Kolmogorov-Smirnov test statistic
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multivariate lag
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rank-based test statistic
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time series
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0.8258514404296875
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0.8253082036972046
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0.8215186595916748
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0.8176893591880798
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