A test for independence of two stationary infinite order autoregressive processes
Eunhee Kim and
Annals of the Institute of Statistical Mathematics, 2005, vol. 57, issue 1, pages 105-127
Keywords: Independence test; infinite order autoregressive processes; the Cramér-von Mises test; residual empirical process; weak convergence (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:spr:aistmt:v:57:y:2005:i:1:p:105-127
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