A Frequency-domain Based Test for Non-correlation between Stationary Time Series
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DOI: 10.1007/s00184-006-0065-8
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Cited by:
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- Dette, Holger & Hildebrandt, Thimo, 2012. "A note on testing hypotheses for stationary processes in the frequency domain," Journal of Multivariate Analysis, Elsevier, vol. 104(1), pages 101-114, February.
- McElroy, Tucker & Holan, Scott, 2009. "A local spectral approach for assessing time series model misspecification," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 604-621, April.
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Keywords
Multivariate time series; Non-correlation; Spectral coherence; Nonparametric test; Bandwidth selection;All these keywords.
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