Testing independence of two autocorrelated binary time series

DOI10.1016/j.spl.2009.09.014zbMath1177.62102OpenAlexW2001000930MaRDI QIDQ1044019

Cheng Chou, Chia-Shang James Chu

Publication date: 10 December 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.014

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Central limit and other weak theorems (60F05) Non-Markovian processes: hypothesis testing (62M07)

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