A fast algorithm for computing martingale difference correlation

DOI10.12460/J.ISSN.1001-4268.APS.2025.2023024MaRDI QIDQ6962676zbMATH OpenFDO

Authors Hong Yin, Kai Xu

Publication date 8 July 2025

Published in Chinese Journal of Applied Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

fast algorithmdependency measuremerge sortmartingale difference correlation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric hypothesis testing (62G10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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