A novel and effective method for characterizing time series correlations based on martingale difference correlation

DOI10.1063/5.0237801MaRDI QIDQ6663722zbMATH OpenFDO

Authors Ang Li, Du Shang, Pengjian Shang

Publication date 14 January 2025

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0237801

Mathematics Subject Classification ID

Ordinary differential equations (34-XX) Dynamical systems and ergodic theory (37-XX)

Cites work

• A NEW MEASURE OF RANK CORRELATION
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• Rejoinder: ``Brownian distance covariance
• The distance correlation \(t\)-test of independence in high dimension
• The great multivariate time series classification bake off: a review and experimental evaluation of recent algorithmic advances

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