Pages that link to "Item:Q5467594"
From MaRDI portal
The following pages link to Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series (Q5467594):
Displayed 5 items.
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← 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 Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series (Q3440748) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)