Independent block identification in multivariate time series
From MaRDI portal
Publication:4997685
DOI10.1111/jtsa.12553zbMath1468.62340WikidataQ101496404 ScholiaQ101496404MaRDI QIDQ4997685
Daniela Rodriguez, Magno T. F. Severino, Mariela Sued, Matías Lopez-Rosenfeld, Florencia Leonardi
Publication date: 30 June 2021
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12553
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P12: Applications of statistics to environmental and related topics
60G10: Stationary stochastic processes
62M15: Inference from stochastic processes and spectral analysis
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Measuring and testing dependence by correlation of distances
- A model selection approach for multiple sequence segmentation and dimensionality reduction
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Brownian distance covariance
- Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling
- Tail behaviour for suprema of empirical processes
- An asymptotic decomposition for multivariate distribution-free tests of independence
- Tests of independence and randomness based on the empirical copula process
- From Distance Correlation to Multiscale Graph Correlation
- Large-scale typicality of Markov sample paths and consistency of MDL order estimators