Testing for independence between two covariance stationary time series (Q3837368)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 955044
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for independence between two covariance stationary time series |
scientific article; zbMATH DE number 955044 |
Statements
Testing for independence between two covariance stationary time series (English)
0 references
20 January 2004
0 references
coherence
0 references
cross correlations
0 references
independence
0 references
kernel functions
0 references
multivariate time series
0 references
0.8698832392692566
0 references
0.8440218567848206
0 references
0.8291885852813721
0 references