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.

MoreLess

Year of publication:	1978
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

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005221269