The conditional distance autocovariance function

DOI10.1002/CJS.11610MaRDI QIDQ5094267zbMATH OpenOpenAlexFDO

Authors Qiang Zhang, Wenliang Pan, Xue-Qin Wang, Chengwei Li

Publication date 2 August 2022

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/cjs.11610

zbMATH Keywords

conditional distance autocovariance functionconditional distance correlationnonlinear time series modelPACF

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(3)

• Detecting conditional independence for modeling non-Gaussian time series
• Testing autocorrelation and partial autocorrelation: asymptotic methods versus resampling techniques
• Conditional Distance Correlation

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