Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
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Publication:4105136
DOI10.2307/2285318zbMath0337.62061OpenAlexW4256131575MaRDI QIDQ4105136
Publication date: 1976
Full work available at URL: https://doi.org/10.2307/2285318
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
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