Lecture Notes-Monograph Series, Vol. 42, Mathematical Statistics and Applications: Festschrift for Constance van Eeden (2003), pp. 397-416 (20 pages) Most of the recent results on tests for ...
This paper presents a generalization of the concept of vector correlation proposed by Escoufier (1973) to the context of time series. For two jointly stationary multivariate stochastic processes { Xt} ...