Testing Non-Correlation and Non-Causality between Multivariate ARMA Time Series

• Autores: Abdessamad Saidi, Marc Hallin
• Localización: Journal of time series analysis: A journal sponsored by the Bernoulli Society for Mathematical Statistics and Probability, ISSN 0143-9782, Nº. 1, 2005, págs. 83-105
• Idioma: inglés
• DOI: 10.1111/j.1467-9892.2005.00391.x
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