Vector Cross-Correlation in Time Series and Applications
DOI10.2307/1403755zbMATH Open0826.62065OpenAlexW2334488315MaRDI QIDQ4850134FDOQ4850134
Authors: Roch Roy, Robert Cléroux 
Publication date: 28 November 1995
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403755
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Cited In (8)
- Vector correlation based on ranks and a nonparametric test of no association between vectors1
- Rank-based redundancy index and parametric inference
- ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES
- Improving cross-correlation tests through re-sampling techniques
- On the identification of ARMA echelon-form models
- The asymptotic covariance matrix of the multivariate serial correlations
- Testing for high-dimensional white noise using maximum cross-correlations
- Statistical inference concerning several redundancy indices
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