Testing for correlation between two time series using a parametric bootstrap
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Publication:5861478
DOI10.1080/02664763.2020.1783519OpenAlexW3038008985MaRDI QIDQ5861478
Publication date: 1 March 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2020.1783519
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics (62Pxx)
Uses Software
Cites Work
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