Haugh, Larry D. Checking the independence of two covariance-stationary time series: A univariate residual cross-correlation approach. (English) Zbl 0337.62061 J. Am. Stat. Assoc. 71, 378-385 (1976). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 6 ReviewsCited in 35 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62E20 Asymptotic distribution theory in statistics 62F03 Parametric hypothesis testing PDF BibTeX XML Cite \textit{L. D. Haugh}, J. Am. Stat. Assoc. 71, 378--385 (1976; Zbl 0337.62061) Full Text: DOI