A Frequency-domain Based Test for Non-correlation between Stationary Time Series
| Year of publication: |
2007
|
|---|---|
| Authors: | Eichler, Michael |
| Published in: |
Metrika. - Springer. - Vol. 65.2007, 2, p. 133-157
|
| Publisher: |
Springer |
| Subject: | Multivariate time series | Non-correlation | Spectral coherence | Nonparametric test | Bandwidth selection |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005756194