Testing independence of variates in an infinitely divisible random vector |
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| Authors: | Stanley L Sclove |
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| Affiliation: | University of Illinois at Chicago Circle USA |
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| Abstract: | ![]()
A method is given for testing the independence of variates in an infinitely divisible random vector and for testing the independence of several subsets of the variates. Applications to stochastic processes are indicated. |
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| Keywords: | 62H15 62H10 Multivariate infinite divisibility statistical independence stochastic processes |
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