Pages that link to "Item:Q1708994"

The following pages link to Applications of distance correlation to time series (Q1708994):

Displaying 27 items.

• Applications of distance correlation to time series (Q1708994) (← links)
• Asymptotic distributions of high-dimensional distance correlation inference (Q2054473) (← links)
• Statistical dependence: beyond Pearson's \(\rho\) (Q2075797) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Goodness-of-fit testing for time series models via distance covariance (Q2116320) (← links)
• Asymptotic behaviour of the empirical distance covariance for dependent data (Q2135206) (← links)
• Distance covariance for random fields (Q2145778) (← links)
• Distance covariance for discretized stochastic processes (Q2203622) (← links)
• Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
• Estimating FARIMA models with uncorrelated but non-independent error terms (Q2243555) (← links)
• Threshold selection for multivariate heavy-tailed data (Q2418002) (← links)
• Testing serial independence with functional data (Q2666064) (← links)
• A distance-based test of independence between two multivariate time series (Q2692924) (← links)
• Distance covariance for stochastic processes (Q4578302) (← links)
• Vector Cross-Correlation in Time Series and Applications (Q4850134) (← links)
• (Q4986371) (← links)
• COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
• Indirect inference for time series using the empirical characteristic function and control variates (Q5012858) (← links)
• Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← links)
• Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
• A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures (Q5234378) (← links)
• (Q5436799) (← links)
• Clustering multivariate time series using energy distance (Q6135361) (← links)
• Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)
• Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
• Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk (Q6617769) (← links)
• Semi-Distance Correlation and Its Applications (Q6651397) (← links)