Search results with tag "Independence between two covariance stationary time series"

Testing for Independence Between Two Covariance …

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