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correlation coefficients; Bartlett approximations; simulation studies

References:

[1] Anděl J.: **Modern trends in multivariate time-series analysis**. Math. Operationsforsch. Statist., Ser Zbl 0379.62075

[2] Anděl J.: **Statistische Analyse von Zeitreihe**.

[3] Bartlett M. S.: **Some aspects of the time–correlation problem in regard to tests of significance**. J. Roy Zbl 0012.11401

[5] Goodman L. A., Grunfeld Y.: **Some nonparametric tests for comovements between time series**. J. Amer. Statist Zbl 0108.15602

[8] Haugh L. D.: **Checking the independence of two covariance stationary time series: a univariate residual cross–correlation approach**. J. Amer. Statist. Assoc. 71 (1976), 378–385 DOI 10.1080/01621459.1976.10480353 | MR 0418379 | Zbl 0337.62061

[9] McGregor J. R.: **The approximate distribution of the correlation between two stationary linear Markov serie**.

[10] McGregor J. R., Bielenstein U. M.: **The approximate distribution of the correlation between two stationary linear Markov series II**. Biometrika 52 (1965), 301–302 MR 0207165 | Zbl 0143.40601

[12] Nakamura A. O., Nakamura M., Orcutt G. H.: **Testing for relationships between time series**. J. Amer. Statist Zbl 0329.62070