Pages that link to "Item:Q3740858"
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The following pages link to A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function (Q3740858):
Displayed 7 items.
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791) (← links)
- A symbolic test for testing independence between time series (Q3077678) (← links)
- Tests for noncorrelation of two multivariate ARMA time series (Q4358889) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)