Testing for independence between functional time series
Lajos Horváth, Gregory Rice
| Year of publication: |
December 2015
|
|---|---|
| Authors: | Horváth, Lajos ; Rice, Gregory |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 371-382
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| Subject: | Functional observations | Tests for independence | Weak dependence | Long run covariance function | Central limit theorem | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.030 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504560