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A frequency-domain based test for independence between stationary time series
M. Eichler
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Quantitative Economics
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Keyphrases
Domain-independent
100%
Non-correlation
100%
Stationary Time Series
100%
Independence Test
100%
Test Statistic
50%
Simulation Study
25%
Nonparametric Test
25%
Bandwidth Selection
25%
High Power
25%
Asymptotic Properties
25%
Asymptotically Normal
25%
Small Sample Performance
25%
Coherence Function
25%
Pre-whitening
25%
Spectral Coherence
25%
Normal Test
25%
Time-domain Test
25%
Mathematics
Stationary Time Series
100%
Time Domain
100%
Frequency Domain
100%
Test Statistic
66%
Simulation Study
33%
Asymptotic Property
33%
Nonparametric Test
33%
Normal Test
33%
High Power
33%
Engineering
Time Domain
100%
Frequency Domain
100%
Test Statistic
66%
Coherence Function
33%
Interrelationship
33%
Coherency
33%
INIS
correlations
100%
statistics
50%
power
25%
comparative evaluations
25%
simulation
25%
performance
25%
modifications
25%
asymptotic solutions
25%
Computer Science
Simulation Study
100%
Frequency Domain
100%