Robust tests for independence of two time series

Statistica Sinica

Volumn 13, Issue 3, 2003, Pages 827-852

  Duchesne, Pierre ^a   Roy, Roch ^a  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

ARMA model; Causality in mean; Coherency; Independence; Robust estimation; Robust serial correlation

Indexed keywords

EID: 0141796368     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (44)

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