Testing for independence between functional time series (Q888330): Difference between revisions

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+Weak invariance principles for sums of dependent random functions
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+A family of minimax rates for density estimators in continuous time
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+Tests for noncorrelation of two multivariate ARMA time series
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+Monitoring the intraday volatility pattern
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+Portmanteau Test of Independence for Functional Observations
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+Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach
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+Weakly dependent functional data
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+Test of independence for functional data
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+Inference for functional data with applications
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+Testing stationarity of functional time series
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+On weak invariance principles for sums of dependent random functionals
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+A Method for Testing the Independence of Two Time Series That Accounts for a Potential Pattern in the Cross-Correlation Function
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+Q4821817
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+Robust residual cross correlation tests for lagged relations in time series
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+Q4742198
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+On a measure of lack of fit in time series models
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+Functional data analysis for volatility
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+Q4327561
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+The distance correlation \(t\)-test of independence in high dimension
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