A frequency-domain based test for non-correlation between stationary time series (Q870508)
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scientific article; zbMATH DE number 5133145
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A frequency-domain based test for non-correlation between stationary time series |
scientific article; zbMATH DE number 5133145 |
Statements
A frequency-domain based test for non-correlation between stationary time series (English)
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12 March 2007
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Multivariate time series
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Non-correlation
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Spectral coherence
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Bandwidth selection
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Simulations
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0.94405824
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0.90546864
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0.88761836
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0.88395345
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0.88333184
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0.87846226
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