Testing independence for multivariate time series via the auto-distance correlation matrix (Q5384589)
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scientific article; zbMATH DE number 7072416
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| English | Testing independence for multivariate time series via the auto-distance correlation matrix |
scientific article; zbMATH DE number 7072416 |
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Testing independence for multivariate time series via the auto-distance correlation matrix (English)
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24 June 2019
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characteristic function
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correlation
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stationarity
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\(U\)-statistic
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wild bootstrap
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