Conditional correlation estimation and serial dependence identification
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3932217 (Why is no real title available?)
- scientific article; zbMATH DE number 614990 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- A note on conditional variance and characterization of probability distributions
- A note on the equivalence between the conditional uncorrelation and the independence of random variables
- A test of independence based on a generalized correlation function
- An introduction to copulas.
- An optimal filter for updated input of iterative learning controllers with multiplicative and additive noises
- Applications of distance correlation to time series
- Asymptotic conditional correlation coefficients for truncated data
- Correlation and dependence
- Data-driven density estimation in the presence of additive noise with unknown distribution
- Detection of Dependent Heavy-Tailed Signals
- Estimation of stability index for symmetric {\alpha}-stable distribution using quantile conditional variance ratios
- Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule
- Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics
- Identification and validation of periodic autoregressive model with additive noise: finite-variance case
- Identification of autoregressive models in the presence of additive noise
- Identification over additive noise channels in the presence of feedback
- Introduction to Time Series and Forecasting
- Limit theory for the sample covariance and correlation functions of moving averages
- Most stringent test of independence for time series
- New fat-tail normality test based on conditional second moments with applications to finance
- PARTIAL CORRELATION AND CONDITIONAL CORRELATION AS MEASURES OF CONDITIONAL INDEPENDENCE
- Projection correlation between two random vectors
- Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
- Robust estimation of (partial) autocorrelation
- Robust estimation of periodic autoregressive processes in the presence of additive outliers
- Score-based causal learning in additive noise models
- Some truncated distributions
- Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
- The 20-60-20 rule
- The Stationary Bootstrap
- The asymptotic distribution of the trimmed mean
- Time series: theory and methods.
- Univariate stable distributions. Models for heavy tailed data
This page was built for publication: Conditional correlation estimation and serial dependence identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6980405)
