Testing independence of variates in an infinitely divisible random vector
A method is given for testing the independence of variates in an infinitely divisible random vector and for testing the independence of several subsets of the variates. Applications to stochastic processes are indicated.
Year of publication: |
1978
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Authors: | Sclove, Stanley L. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 8.1978, 3, p. 479-485
|
Publisher: |
Elsevier |
Keywords: | Multivariate infinite divisibility statistical independence stochastic processes |
Saved in:
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