A model-free test for independence between time series

DOI10.1198/JABES.2009.0007MaRDI QIDQ2259974zbMATH OpenOpenAlexFDO

Authors Gülhan Alpargu, John P. Buonaccorsi

Publication date 5 March 2015

Published in Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/jabes.2009.0007

zbMATH Keywords

adjusted degrees of freedomautocorrelated processeffective samplesizemeasurement errormodified \(t\)-testspatial synchrony

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Mathematical geography and demography (91D20) Population dynamics (general) (92D25)

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Cites work

• A paradox in statistical estimation
• Assessing the Significance of the Correlation between Two Spatial Processes
• Bootstrapping time series models
• Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
• scientific article; zbMATH DE number 3578234 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 2015218 (Why is no real title available?)
• scientific article; zbMATH DE number 954235 (Why is no real title available?)
• scientific article; zbMATH DE number 842531 (Why is no real title available?)
• Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
• Testing for independence between two covariance stationary time series
• Tests for non-correlation of two cointegrated ARMA time series
• Tests for noncorrelation of two multivariate ARMA time series
• To be or not to be valid in testing the significance of the slope in simple quantitative linear models with autocorrelated errors

Cited in

(3)

• Testing independence of two autocorrelated binary time series
• scientific article; zbMATH DE number 775842 (Why is no real title available?)
• Most stringent test of independence for time series

Describes a project that uses

Uses Software

• boot
• itsmr

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