Pages that link to "Item:Q2954303"
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The following pages link to Local Gaussian Autocorrelation and Tests for Serial Independence (Q2954303):
Displaying 17 items.
- Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation (Q746325) (← links)
- Local power of consistent tests for serial correlation against the nearly integrated, nearly white noise process (Q969469) (← links)
- Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
- Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
- Nonparametric estimation of time varying correlation coefficient (Q2131990) (← links)
- Local Gaussian correlations in financial and commodity markets (Q2183340) (← links)
- Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
- Nonparametric estimation of Sibuya's measure of local dependence for time series (Q2889001) (← links)
- The autodependogram: a graphical device to investigate serial dependences (Q2930882) (← links)
- On Some Properties of Autopersistence Functions and Autopersistence Graphs (Q2931562) (← links)
- Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
- Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures (Q2968472) (← links)
- Nonlinear Spectral Analysis: A Local Gaussian Approach (Q5885124) (← links)
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation (Q6608183) (← links)
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
- The Locally Gaussian Partial Correlation (Q6620913) (← links)
- Estimating and Testing Nonlinear Local Dependence Between Two Time Series (Q6634895) (← links)
