Transcription of Testing for Independence Between Two Covariance …
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Testing for Independence Between Two Covariance …
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. For more information about JSTOR, please contact .Biometrika Trust is collaborating with JSTOR to digitize, preserve and extend access to This content downloaded from on Fri, 22 Nov 2013 14:17:02 PMAll use subject to JSTOR Terms and ConditionsBiometrika (1996), 83, 3, pp.
616 YONGMIAO HONG that X, and Y, have an ARMA, autoregressive-moving average, representation, which, if misspecified, will invalidate the asymptotic distribution of the test statistic.
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