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Biometrika TrustTesting for Independence Between Two Covariance stationary Time SeriesAuthor(s): Yongmiao HongSource: Biometrika, Vol. 83, No. 3 (Sep., 1996), pp. 615-625 Published by: Biometrika TrustStable URL: .Accessed: 22/11/2013 14:17 Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at ..JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range ofcontent in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new formsof scholarship.
Biometrika (1996), 83, 3, pp. 615-625 Printed in Great Britain Testing for independence between two covariance stationary time series BY YONGMIAO HONG Department of Economics, Cornell University, Ithaca, New York 14853, U.S.A.
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