A generalized portmanteau test for independence of two infinite-order vector autoregressive series

Keyphrases

• Independence Test 100%
• Portmanteau Test 100%
• Semi-parametric Approach 50%
• Fixed Alternative 50%
• Great Powers 50%
• Finite Order 50%
• Quadratic Forms 50%
• Uniform Kernel 50%
• Truncation Parameter 50%
• Asymptotic Power Analysis 50%
• Multivariate Time Series 50%
• Kernel Function 50%

Mathematics

• Correlation Matrix 50%
• Uniform Kernel 50%
• Weighted Sum 50%
• Truncation 50%
• Power Analysis 50%
• Quadratic Form 50%
• Finite Order 50%