A Frequency-domain Based Test for Non-correlation between Stationary Time Series

Michael Eichler

Metrika: International Journal for Theoretical and Applied Statistics, 2007, vol. 65, issue 2, 133-157

Keywords: Multivariate time series; Non-correlation; Spectral coherence; Nonparametric test; Bandwidth selection (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00184-006-0065-8

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