Testing independence for multivariate time series via the auto-distance correlation matrix (Q5384589): Difference between revisions
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Revision as of 20:04, 5 March 2024
scientific article; zbMATH DE number 7072416
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing independence for multivariate time series via the auto-distance correlation matrix |
scientific article; zbMATH DE number 7072416 |
Statements
Testing independence for multivariate time series via the auto-distance correlation matrix (English)
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24 June 2019
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characteristic function
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correlation
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stationarity
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\(U\)-statistic
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wild bootstrap
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