On testing for independence between the innovations of several time series
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/cjs.11141/fullpdf
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4. Convergence criteria for multiparameter stochastic processes and some applications;Bickel;Annals of Mathematical Statistics,1971
5. Stationarity of GARCH processes and of some nonnegative time series;Bougerol;Journal of Econometrics,1992a
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