Testing independence for multivariate time series via the auto-distance correlation matrix
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Publication:5384589
Cited in
(18)- A novel distance correlation entropy and auto-distance correlation function for measuring the complexity of time series data
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
- On testing for separable correlations of multivariate time series
- The exact equivalence of distance and kernel methods in hypothesis testing
- Clustering multivariate time series using energy distance
- A distance-based test of independence between two multivariate time series
- The Chi-Square Test of Distance Correlation
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models
- Estimating and Testing Nonlinear Local Dependence Between Two Time Series
- An Updated Literature Review of Distance Correlation and Its Applications to Time Series
- Testing for serial independence in vector autoregressive models
- A new framework for distance and kernel-based metrics in high dimensions
- Independence test via mutual information in the presence of measurement errors
- Testing independence of two autocorrelated binary time series
- Distance-covariance-based tests for heteroscedasticity in nonlinear regressions
- Estimation of time series models using residuals dependence measures
- Distance covariance for random fields
- A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures
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