A new one-sided test for serial correlation in multivariate time series models is proposed. The test is based on a comparison between a multivariate spectral density estimator and the spectral density ...
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 35, No. 1 (Mar., 2007), pp. 169-188 (20 pages) A consistent approach to the problem of testing non-correlation between two ...
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