Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592): Difference between revisions

@@ Property / describes a project that uses @@
+FinTS
@@ Property / describes a project that uses: FinTS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9892.2011.00780.x
+Normal rank
@@ Property / OpenAlex ID @@
+W1596804121
@@ Property / OpenAlex ID: W1596804121 / rank @@
+Normal rank
@@ Property / cites work @@
+A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS
+Normal rank
@@ Property / cites work @@
+The autodependogram: a graphical device to investigate serial dependences
+Normal rank
@@ Property / cites work @@
+Bootstrap methods in statistics
@@ Property / cites work: Bootstrap methods in statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Q5663204
@@ Property / cites work: Q5663204 / rank @@
+Normal rank
@@ Property / cites work @@
+The identification of a particular nonlinear time series system
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Autoregressive Models
@@ Property / cites work: Functional-Coefficient Autoregressive Models / rank @@
+Normal rank
@@ Property / cites work @@
+The sample autocorrelations of heavy-tailed processes with applications to ARCH
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Strong approximation for a class of stationary processes
+Normal rank
@@ Property / cites work @@
+Q4692920
@@ Property / cites work: Q4692920 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+Discussion of: Brownian distance covariance
@@ Property / cites work: Discussion of: Brownian distance covariance / rank @@
+Normal rank
@@ Property / cites work @@
+A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
+Normal rank
@@ Property / cites work @@
+Brownian distance covariance
@@ Property / cites work: Brownian distance covariance / rank @@
+Normal rank
@@ Property / cites work @@
+Measuring and testing dependence by correlation of distances
+Normal rank
@@ Property / cites work @@
+Nonparametric Identification of Nonlinear Time Series: Projections
+Normal rank
@@ Property / cites work @@
+Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of Financial Time Series
@@ Property / cites work: Analysis of Financial Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear system theory: Another look at dependence
+Normal rank