A frequency-domain based test for non-correlation between stationary time series

Metrika

Volumn 65, Issue 2, 2007, Pages 133-157

  Eichler, Michael ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Bandwidth selection; Multivariate time series; Non correlation; Nonparametric test; Spectral coherence

Indexed keywords

EID: 33846794750     PISSN: 00261335     EISSN: 1435926X     Source Type: Journal    
DOI: 10.1007/s00184-006-0065-8     Document Type: Article

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