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 ...
This paper considers testing the null hypothesis that a times series is uncorrelated when the times series is uncorrelated but statistically dependent. This case is of interest in economic and finance ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback