Pages that link to "Item:Q4105136"

The following pages link to Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach (Q4105136):

Displaying 47 items.

• Media coverage and hospital notifications: correlation analysis and optimal media impact duration to manage a pandemic (Q304798) (← links)
• Tests of the rational expectations model of the term structure of UK interest rates (Q356570) (← links)
• Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← 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)
• Testing for independence between functional time series (Q888330) (← links)
• Multivariate contemporaneous ARMA model with hydrological applications (Q1111834) (← links)
• Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
• The relative performance of bivariate causality tests in small samples (Q1278645) (← links)
• Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores (Q1298971) (← links)
• Analyzing musical structure and performance -- a statistical approach (Q1431157) (← links)
• A causality-in-variance test and its application to financial market prices (Q1915462) (← links)
• Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← 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)
• (Q3790523) (← links)
• CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS (Q3985819) (← links)
• Distribution of the cross‐correlations of squared residuals in ARIMA models (Q4344824) (← links)
• Tests for noncorrelation of two multivariate ARMA time series (Q4358889) (← links)
• ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES (Q4599615) (← links)
• Robust residual cross correlation tests for lagged relations in time series (Q4864210) (← links)
• (Q4909820) (← links)
• Application of model selection technique in chemogenomic data analysis (Q4969686) (← links)
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute (Q4976474) (← links)
• (Q4986371) (← links)
• The asymptotic covariance matrix of the QMLE in ARMA models (Q5034253) (← links)
• Granger-causal analysis of GARCH models: A Bayesian approach (Q5034254) (← links)
• ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION (Q5051518) (← 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)
• On testing for causality in variance between two multivariate time series (Q5218935) (← links)
• Inference about long run canonical correlations (Q5397941) (← links)
• Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
• Testing for correlation between two time series using a parametric bootstrap (Q5861478) (← links)
• A Cheap Trick to Improve the Power of a Conservative Hypothesis Test (Q5868189) (← links)
• Correcting the bias of the sample cross‐covariance estimator (Q6194051) (← links)
• Integrating additional knowledge into the estimation of graphical models (Q6637073) (← links)