Tests for non-correlation of two multivariate time series: a nonparametric approach

VOL. 42 | 2003 Tests for non-correlation of two multivariate time series: a nonparametric approach

Chapter Author(s) Khalid El Himdi, Roch Roy, Pierre Duchesne

Editor(s) Marc Moore, Sorana Froda, Christian Léger

IMS Lecture Notes Monogr. Ser., 2003: 397-416 (2003) DOI: 10.1214/lnms/1215091950

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Vol. 42 • 1 January 2003

Institute of Mathematical Statistics

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