Testing independence for multivariate time series via the auto-distance correlation matrix
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Publication:5384589
DOI10.1093/BIOMET/ASX082OpenAlexW2790793074MaRDI QIDQ5384589
Maria Pitsillou, Konstantinos Fokianos
Publication date: 24 June 2019
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/127720/1/CrossDistanceCovarianceComplete.pdf
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