ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION (Q4416923)
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scientific article; zbMATH DE number 1959663
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION |
scientific article; zbMATH DE number 1959663 |
Statements
ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION (English)
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5 August 2003
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Granger causality
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Normal mixture distribution
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Stationary time series model
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Heavy-tailed distribution
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