{"id":"W2064263801","doi":"10.1002/cjs.11141","title":"On testing for independence between the innovations of several time series","year":2012,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal; Université de Montréal","funders":"","keywords":"Independence (probability theory); Mathematics; Series (stratigraphy); Conditional independence; Econometrics; Covariance; Parametric statistics; Covariance and correlation; Asymptotic analysis; Pairwise comparison; Applied mathematics; Statistics; Random variable; Independent and identically distributed random variables; Sum of normally distributed random variables","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.04422564,0.001101295,0.002541134,0.005820023,0.001041425,0.002272661,0.002773453,0.001996526,0.003414724],"category_scores_gemma":[0.2402515,0.0006329155,0.001981802,0.004327726,0.005727289,0.003640446,0.002285462,0.003420979,0.0004300548],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001173215,"about_ca_system_score_gemma":0.00317277,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002707258,"about_ca_topic_score_gemma":0.001186975,"domain_scores_codex":[0.9544216,0.02730881,0.002719454,0.005466963,0.00880178,0.001281332],"domain_scores_gemma":[0.4782835,0.487297,0.01406101,0.00976267,0.008514213,0.002081539],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.003422775,0.0007636774,0.2225264,0.001014893,0.00397122,0.001988082,0.001117636,0.2167813,0.009018911,0.268058,0.003103486,0.2682336],"study_design_scores_gemma":[0.0003636433,0.001202436,0.06534068,0.0002311823,0.0002901206,0.0006405993,0.0004001436,0.7770575,0.008172915,0.1434121,0.002663387,0.0002254352],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2019672,0.0004269937,0.7928802,0.0002519383,0.00009671493,0.0002786657,0.0005755915,0.0004177222,0.003104936],"genre_scores_gemma":[0.8648737,0.0002192141,0.1320665,0.0001289562,0.000140262,0.0006221714,0.001215876,0.0001107303,0.0006226763],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.04422564,"threshold_uncertainty_score":0.2338904,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07084681964311665,"score_gpt":0.2381965511004118,"score_spread":0.1673497314572952,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}