A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series |
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A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (English)
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29 May 2007
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correlation
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vector autoregression
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cross-coherency
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asymptotic relative efficiency
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