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Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series
| Content Provider | Scilit |
|---|---|
| Author | Hallin, Marc Saidi, Abdessamad |
| Copyright Year | 2005 |
| Description | Journal: Journal of Time Series Analysis |
| Related Links | https://dipot.ulb.ac.be/dspace/bitstream/2013/127945/3/127945.pdf https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1467-9892.2005.00391.x |
| ISSN | 01439782 |
| e-ISSN | 14679892 |
| DOI | 10.1111/j.1467-9892.2005.00391.x |
| Journal | Journal of Time Series Analysis |
| Issue Number | 1 |
| Volume Number | 26 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 2005-01-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Journal of Time Series Analysis Mathematical Social Sciences Granger Causality Multivariate Autoregressive Moving-average (varma) Models |
| Content Type | Text |
| Resource Type | Article |
| Subject | Applied Mathematics Statistics and Probability Statistics, Probability and Uncertainty |