No label defined (Q4986371)

scientific article; zbMATH DE number 7339834

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7339834

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instance of

scholarly article

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zbMATH Open document ID

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27 April 2021

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full work available at URL

https://arxiv.org/abs/1804.09866

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Mathematics Subject Classification ID

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Hilbert-Schmidt independence criterion (HSIC)

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multivariate time series models

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non-linear dependence

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residual bootstrap

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testing for independence

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MaRDI profile type

MaRDI publication profile

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arXiv ID

1804.09866

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cites work

Recent developments in bootstrapping time series

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A Generalized Portmanteau Test For Independence Of Two Infinite-Order Vector Autoregressive Series

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A causality-in-variance test and its application to financial market prices

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Asymptotic theory for multivariate GARCH processes.

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Applications of distance correlation to time series

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On U-statistics and v. mise? statistics for weakly dependent processes

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Q5336643

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Tests for noncorrelation of two multivariate ARMA time series

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Goodness-of-Fit Tests for Linear and Nonlinear Time Series Models

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Algorithmic Learning Theory

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Q2896082

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On asymptotic theory for multivariate GARCH models

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Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series

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Optimal Tests of Noncorrelation Between Multivariate Time Series

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Checking the Independence of Two Covariance-Stationary Time Series: A Univariate Residual Cross-Correlation Approach

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Quasi-likelihood and its application. A general approach to optimal parameter estimation

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A Class of Statistics with Asymptotically Normal Distribution

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Testing for independence between two covariance stationary time series

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A test for volatility spillover with application to exchange rates

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Q3999009

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Copula-based multivariate GARCH model with uncorrelated dependent errors

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Diagnostic checking of nonlinear multivariate time series with multivariate arch errors

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ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL

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Q5312885

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Residual-Based Block Bootstrap for Unit Root Testing

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Kernel-Based Tests for Joint Independence

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Tests for non-correlation of two cointegrated ARMA time series

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The impact of bootstrap methods on time series analysis

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Equivalence of distance-based and RKHS-based statistics in hypothesis testing

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Testing independence and goodness-of-fit in linear models

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Multivariate GARCH Models

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A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES

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Measuring and testing dependence by correlation of distances

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On testing for causality in variance between two multivariate time series

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Q2871093

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Residual‐based diagnostics for conditional heteroscedasticity models

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Testing Mutual Independence in High Dimension via Distance Covariance

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Large-scale kernel methods for independence testing

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Measuring nonlinear dependence in time-series, a distance correlation approach

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Sitelinks

Mathematics(1 entry)

mardi Publication:4986371