Testing for independence between two covariance stationary time series

DOI10.1093/biomet/83.3.615zbMath1029.62500OpenAlexW2019276040MaRDI QIDQ3837368

Yongmiao Hong

Publication date: 20 January 2004

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://mpra.ub.uni-muenchen.de/108731/1/83-3-615.pdf_token%3DAQECAHi208BE49Ooan9kkhW_Ercy7Dm3ZL_9Cf3qfKAc485ysgAAAscwggLDBgkqhkiG9w0BBwagggK0MIICsAIBADCCAqkGCSqGSIb3DQEHATAeBglghkgBZQMEAS4wEQQMVWhn--Gsr_Vz0DF1AgEQgIICevRJmFqMdGII_26CFeoRz-NQaAaxwcxOfyYIMbDl2yCXeHXHXvPSaf5ve3E1_

zbMATH Keywords

independencecoherencemultivariate time serieskernel functionscross correlations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of parametric tests (62F05)

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