CHECKING INDEPENDENCE OF 2 COVARIANCE-STATIONARY TIME-SERIES - UNIVARIATE RESIDUAL CROSS-CORRELATION APPROACH

被引：302

作者：

HAUGH, LD ^{[1
]}

机构：

[1] UNIV VERMONT,PROGRAM STATISTICS,BURLINGTON,VT 05401

来源：

关键词：

D O I：

10.2307/2285318

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：378 / 385

页数：8

共 28 条

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