A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748)
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scientific article; zbMATH DE number 5158742
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series |
scientific article; zbMATH DE number 5158742 |
Statements
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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0.8376683592796326
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0.8245025277137756
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0.8217225670814514
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0.8171910643577576
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0.8148626089096069
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