A frequency-domain based test for non-correlation between stationary time series (Q870508)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A frequency-domain based test for non-correlation between stationary time series |
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A frequency-domain based test for non-correlation between stationary time series (English)
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12 March 2007
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Multivariate time series
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Non-correlation
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Spectral coherence
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Bandwidth selection
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Simulations
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