On testing for separable correlations of multivariate time series
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Publication:4677027
DOI10.1111/j.1467-9892.2004.01795.xzbMath1062.62196MaRDI QIDQ4677027
Yoshihiro Yajima, Yasumasa Matsuda
Publication date: 20 May 2005
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01795.x
62M30: Inference from spatial processes
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
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