Pages that link to "Item:Q3834916"
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The following pages link to Asymptotic covariance structure of serial correlations in multivariate time series (Q3834916):
Displaying 12 items.
- Adjusting for confounders in cross-correlation analysis: an application to resting state networks (Q721615) (← links)
- The asymptotic covariance matrix of the multivariate serial correlations (Q1382486) (← links)
- Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
- On the distribution of the residual cross-correlations of infinite order vector autoregressive series and applications (Q2489791) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819) (← links)
- On the identification of ARMA echelon-form models (Q4036388) (← links)
- Tests for noncorrelation of two multivariate ARMA time series (Q4358889) (← links)
- ASYMPTOTIC RESULTS FOR PERIODIC AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q4696576) (← links)
- Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas (Q4944642) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
- Testing for symmetric correlation matrices with applications to factor models (Q6135374) (← links)
