A distance-based test of independence between two multivariate time series (Q2692924)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A distance-based test of independence between two multivariate time series |
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A distance-based test of independence between two multivariate time series (English)
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17 March 2023
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distance correlation
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strong-mixing
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weakly dependent
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stationary DGP
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multivariate time series
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Portmanteau-type test
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cross covariance
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vector autoregression (VAR)
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heteroscedastic autoregression
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generalized autoregressive conditional heteroscedasticity (GARCH)
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dynamic conditional correlation (DCC)
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nonparametric additive autoregressive (NAAR) models
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wild bootstrap
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random forest (RF)
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