A test for independence of two stationary infinite order autoregressive processes
| Year of publication: |
2005
|
|---|---|
| Authors: | Kim, Eunhee ; Lee, Sangyeol |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 1, p. 105-127
|
| Publisher: |
Springer |
| Subject: | Independence test | infinite order autoregressive processes | the Cramér-von Mises test | residual empirical process | weak convergence |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395856