New HSIC-based tests for independence between two stationary multivariate time series (Q4986371)
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scientific article; zbMATH DE number 7339834
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| English | New HSIC-based tests for independence between two stationary multivariate time series |
scientific article; zbMATH DE number 7339834 |
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27 April 2021
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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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0.8270176649093628
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0.8212946653366089
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0.8212946653366089
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0.8141517043113708
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0.8071516156196594
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