A generalized portmanteau test for independence between two stationary time series

Keyphrases

• Test Statistic 100%
• Long Memory 100%
• Stationary Time Series 100%
• Independence Test 100%
• Portmanteau Test 100%
• Portmanteau 100%
• Simulation Study 50%
• Size-dependent Properties 50%
• Econometrics 50%
• Power Properties 50%
• Standard Normal Distribution 50%
• Goodness-of-fit Test 50%
• Short Memory 50%
• Reasonable Size 50%
• Anti-persistence 50%

Mathematics

• Stationary Time Series 100%
• Simulation Study 50%
• Asymptotics 50%
• Statistics 50%
• Frequency Domain 50%
• Goodness of Fit Test 50%
• Test Statistic 50%
• Standard Normal Distribution 50%
• Type Test Statistic 50%