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Tests for non-correlation of two multivariate time series: a nonparametric approach
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-1-4419-0320-4openalex-snapshot
Time Series: Theory and Methods
inferredcites →https://doi.org/10.1016/s0378-3758(98)00151-7openalex-snapshot
Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores
inferredcites →https://doi.org/10.1017/cbo9780511753978.002openalex-snapshot
Investigating Causal Relations by Econometric Models and Cross-Spectral Methods
inferredcites →https://doi.org/10.1080/00401706.1973.10489026openalex-snapshot
Generalized Inverse of Matrices and Its Applications
inferredcites →https://doi.org/10.1080/00949658008810423openalex-snapshot
Computation of the theoretical autocovariance function for a vector arma process
inferredcites →https://doi.org/10.1080/00949659408811563openalex-snapshot
Robust residual cross correlation tests for lagged relations in time series
inferredcites →https://doi.org/10.1080/01621459.1976.10480353openalex-snapshot
Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
inferredcites →https://doi.org/10.1080/01621459.1986.10478301openalex-snapshot
A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function
inferredcites →https://doi.org/10.1080/01621459.1992.10476263openalex-snapshot
Testing Causality Between Two Vectors in Multivariate Autoregressive Moving Average Models
inferredcites →https://doi.org/10.1093/biomet/76.4.824openalex-snapshot
Asymptotic Covariance Structure of Serial Correlations in Multivariate Time Series
inferredcites →https://doi.org/10.1093/biomet/83.3.615openalex-snapshot
Testing for independence between two covariance stationary time series
inferredcites →https://doi.org/10.1111/1467-9892.00067openalex-snapshot
On Bartlett’s Formula for Non‐linear Processes
inferredcites →https://doi.org/10.1111/1467-9892.00322openalex-snapshot
Tests for non‐correlation of two cointegrated ARMA time series
inferredcites →https://doi.org/10.1111/j.1467-9892.1991.tb00089.xopenalex-snapshot
CONSISTENT ESTIMATION OF THE ASYMPTOTIC COVARIANCE STRUCTURE OF MULTIVARIATE SERIAL CORRELATIONS
inferredcites →https://doi.org/10.1111/j.1467-9892.2005.00391.xopenalex-snapshot
Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series
inferredcites →https://doi.org/10.1111/j.2517-6161.1981.tb01175.xopenalex-snapshot
Distribution of the Residual Autocorrelations in Multivariate Arma Time Series Models
inferredcites →https://doi.org/10.1214/aos/1176343415openalex-snapshot
The Asymptotic Distribution of Serial Covariances
inferredcites →https://doi.org/10.1214/lnms/1215091950openalex-snapshot
Tests for non-correlation of two multivariate time series: a nonparametric approach
inferredcites →https://doi.org/10.2307/1391399openalex-snapshot
An Introduction to Multivariate Statistical Analysis
inferredcites →https://doi.org/10.2307/2285347openalex-snapshot
Time Series: Data Analysis and Theory.
inferredcites →https://doi.org/10.2307/2981427openalex-snapshot
Time Series: Data Analysis and Theory.
inferredcites →https://doi.org/10.2307/3007981openalex-snapshot
Generalized Inverse of Matrices and Its Applications
inferredcites →https://doi.org/10.2307/3315734openalex-snapshot
Tests for noncorrelation of two multivariate ARMA time series
inferredcites →https://doi.org/10.2307/3316109openalex-snapshot
Estimation du comportement asymptotique des autocovariances et autocorrelations empiriques de processus multivariéeas
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.2861266openalex-extracted
Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone
inferred← citeshttps://doi.org/10.1016/j.jeconom.2015.03.030openalex-snapshot
Testing for independence between functional time series
inferred← citeshttps://doi.org/10.1109/ssp49050.2021.9513815openalex-snapshot
Testing Uncorrelation of Multi-Antenna Signals Using Linear Spectral Statistics of the Spatio-Temporal Sample Autocorrelation Matrix
inferred← citeshttps://doi.org/10.1109/tsp.2021.3099644openalex-snapshot
On the Detection of Low-Rank Signal in the Presence of Spatially Uncorrelated Noise: A Frequency Domain Approach
inferred← citeshttps://doi.org/10.1111/jtsa.12447openalex-snapshot
Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
inferred← citeshttps://doi.org/10.1142/s2010326322500241openalex-snapshot
On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series
inferred← citeshttps://doi.org/10.1198/jabes.2009.0007openalex-snapshot
A model-free test for independence between time series
inferred← citeshttps://doi.org/10.1214/21-ejs1923openalex-snapshot
Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series
inferred← citeshttps://doi.org/10.48550/arxiv.1403.5710openalex-snapshot
Testing for independence between functional time series
inferred← citeshttps://doi.org/10.48550/arxiv.2004.07226openalex-snapshot
On the asymptotic behaviour of the eigenvalue distribution of block correlation matrices of high-dimensional time series
inferred← citeshttps://doi.org/10.48550/arxiv.2007.08806openalex-snapshot
Large random matrix approach for testing independence of a large number of Gaussian time series
inferred← citeshttps://doi.org/10.70675/9f142298zb59cz49a5za76dzb5c345cff902openalex-snapshot
Behaviour of non parametric estimators of second order statistics of high dimensional time series : a large random matrix approach
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