Pages that link to "Item:Q3632561"
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The following pages link to Optimal Tests of Noncorrelation Between Multivariate Time Series (Q3632561):
Displaying 11 items.
- Optimal rank-based tests for block exogeneity in vector autoregressions (Q391529) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- On portmanteau-type tests for nonlinear multivariate time series (Q2692931) (← links)
- A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595) (← links)
- A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES (Q3551020) (← links)
- ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS (Q4319854) (← links)
- Tests for noncorrelation of two multivariate ARMA time series (Q4358889) (← links)
- On testing for separable correlations of multivariate time series (Q4677027) (← links)
- (Q4986371) (← links)
- Consistent testing for non‐correlation of two cointegrated ARMA time series (Q5421219) (← links)
- Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)