On Bartlett's test for correlation between time series.

MaRDI QIDQ4909820zbMATH OpenFDO

Authors Jiří Anděl, Jaromír Antoch

Publication date 21 March 2013

Full work available at URL http://www.kybernetika.cz/content/1998/5

zbMATH Keywords

correlation coefficientssimulation studiesBartlett approximations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical tables (62Q05)

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Cites work

• scientific article; zbMATH DE number 3231631 (Why is no real title available?)
• Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
• Modern trends in multivariate time-series analysis²
• Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance
• Some Nonparametric Tests for Comovements Between Time Series
• Testing for Relationships Between Time Series
• The approximate distribution of the correlation between two stationary linear Markov series

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