Tests of serial dependence for multivariate time series with arbitrary distributions

Subjects

Subjects :

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

Details

ISSN :

0047259X

Volume :

192

Database :

OpenAIRE

Journal :

Journal of Multivariate Analysis

Accession number :

edsair.doi...........77301265c5dcf6bc274f6be66a159810

Full Text :

https://doi.org/10.1016/j.jmva.2022.105102