A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series (Q3918954)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series |
scientific article |
Statements
1981
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comparison of tests of independence
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covariance-stationary time series
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ARIMA models
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approximate slopes
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ARMA models
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autoregression
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Wald F- test
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Lagrange multiplier test
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A Comparison of Tests of the Independence of Two Covariance-Stationary Time Series (English)
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