Optimal tests of noncorrelation between multivariate time series
Marc Hallin and Abdessamad Saidi
| Year of publication: |
2007
|
|---|---|
| Authors: | Hallin, Marc ; Saidi, Abdessamad |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 102.2007, 479, p. 938-951
|
| Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003568026