The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 35, No. 1 (Mar., 2007), pp. 169-188 (20 pages) A consistent approach to the problem of testing non-correlation between two ...
Consider a sample from a multiple time series that is stationary and Gaussian. A test is presented for independence among the multivariate observations that comprise this sample. The test is a ...