On testing for independence between the innovations of several time series

Rémillard, Bruno, Ghoudi, Kilani, Duchesne, Pierre . Canadian Journal of Statistics 2012. 40 (3) :447-479

Locate this article in:

• Other databases: JSTOR
• Search engines: Google scholar, Google
• Citation services: citeulike, bibsonomy

Bibtex

@article{CIS-442015,
  Author = {Rémillard, Bruno and Ghoudi, Kilani and Duchesne, Pierre},
  Title = {On testing for independence between the innovations of several time series},
  Journal = {Canadian Journal of Statistics},
  Volume = {40},
  Number = {3},
  Year = {2012},
  Pages = {447--479},
  Keywords = {}
}

Similar articles