Testing for Independence Between Two Covariance …

← Back to document page

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.

  Series, Time, Between, Independence, Stationary, Covariance, Independence between two covariance, Independence between two covariance stationary time series