Colombi, Roberto; Giordano, Sabrina - In: Metrika 76 (2013) 7, pp. 873-885
We show that a deeper insight into the relations among marginal processes of a multivariate Markov chain can be gained by testing hypotheses of Granger noncausality, contemporaneous independence and monotone dependence. Granger noncausality and contemporaneous independence conditions are read...