A test for independence of two stationary infinite order autoregressive processes

DOI10.1007/BF02506882zbMath1083.62090OpenAlexW1966616851MaRDI QIDQ816595

Sangyeol Lee, Eun-Hee Kim

Publication date: 9 March 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02506882

zbMATH Keywords

weak convergenceindependence testCramér-von Mises testresidual empirical process

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (3)

Most stringent test of independence for time series ⋮ On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series ⋮ On testing for independence between the innovations of several time series

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