Testing for correlation between two time series using a parametric bootstrap (Q5861478)
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scientific article; zbMATH DE number 7482699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for correlation between two time series using a parametric bootstrap |
scientific article; zbMATH DE number 7482699 |
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Testing for correlation between two time series using a parametric bootstrap (English)
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1 March 2022
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causality
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cross-correlation
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GARCH
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portmanteau
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time series
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