Vector Cross-Correlation in Time Series and Applications (Q4850134)
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scientific article; zbMATH DE number 803431
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| default for all languages | No label defined |
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| English | Vector Cross-Correlation in Time Series and Applications |
scientific article; zbMATH DE number 803431 |
Statements
Vector Cross-Correlation in Time Series and Applications (English)
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28 November 1995
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stationary multivariate time series
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test of independence
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portmanteau test
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vector correlation
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time series
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jointly stationary multivariate stochastic processes
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vector cross-correlation
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vector autocorrelation
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hypothesis of white noise
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serial dependence
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0.8643932
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0.86193216
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0.8601889
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0.8594095
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0.85882473
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0.85853255
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