Pages that link to "Item:Q3837368"

The following pages link to Testing for independence between two covariance stationary time series (Q3837368):

Displaying 34 items.

• Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
• A test for independence of two stationary infinite order autoregressive processes (Q816595) (← links)
• A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
• On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
• Analyzing musical structure and performance -- a statistical approach (Q1431157) (← links)
• Asymptotic independence of correlation coefficients with application to testing hypothesis of independence (Q1952189) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
• A model-free test for independence between time series (Q2259974) (← links)
• Using permutations to detect dependence between time series (Q2276166) (← 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 distance-based test of independence between two multivariate time series (Q2692924) (← links)
• On testing for independence between the innovations of several time series (Q2856550) (← links)
• ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT (Q2937714) (← links)
• A symbolic test for testing independence between time series (Q3077678) (← links)
• A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
• A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
• Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes (Q3564822) (← links)
• Testing Independence Among a Large Number of High-Dimensional Random Vectors (Q4975402) (← links)
• (Q4986371) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Most stringent test of independence for time series (Q5083896) (← links)
• On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
• Forecast mean squared error reductionin the VAR(1) process (Q5123431) (← links)
• Kernel-based portmanteau diagnostic test for ARMA time series models (Q5193390) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
• Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594) (← links)
• Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
• A test for volatility spillover with application to exchange rates (Q5939173) (← links)
• A practical multivariate approach to testing volatility spillover (Q6094458) (← links)