Pages that link to "Item:Q2856550"
From MaRDI portal
The following pages link to On testing for independence between the innovations of several time series (Q2856550):
Displaying 18 items.
- On the estimation of Spearman's rho and related tests of independence for possibly discontinuous multivariate data (Q391603) (← links)
- Testing for independence between functional time series (Q888330) (← links)
- Tests of serial independence for continuous multivariate time series based on a Möbius decomposition of the independence empirical copula process (Q907105) (← links)
- Testing for independence in heavy-tailed time series using the codifference function (Q961960) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
- Validation tests for the innovation distribution in INAR time series models (Q2259784) (← links)
- A model-free test for independence between time series (Q2259974) (← links)
- Using permutations to detect dependence between time series (Q2276166) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- A distance-based test of independence between two multivariate time series (Q2692924) (← links)
- (Q4636983) (← links)
- On testing for separable correlations of multivariate time series (Q4677027) (← links)
- (Q4839956) (← links)
- Most stringent test of independence for time series (Q5083896) (← links)
- MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES (Q5205276) (← links)
- (Q5690331) (← links)
- IndGenErrors (Q5983829) (← links)
