Testing for independence in heavy tailed and positive innovation time series (Q4858229)

From MaRDI portal
scientific article; zbMATH DE number 825223
Language Label Description Also known as
English
Testing for independence in heavy tailed and positive innovation time series
scientific article; zbMATH DE number 825223

    Statements

    Testing for independence in heavy tailed and positive innovation time series (English)
    0 references
    20 May 1996
    0 references
    0 references
    autoregressive processes
    0 references
    consistency
    0 references
    linear programming
    0 references
    test of independence
    0 references
    0 references
    0 references
    0 references
    0 references