Fourier-type tests of mutual independence between functional time series

DOI10.1016/j.jmva.2021.104873OpenAlexW3210371719MaRDI QIDQ2078533

Simos G. Meintanis, Zdeněk Hlávka, Marie Hušková

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104873

zbMATH Keywords

characteristic functionalfunctional time seriestest of independence

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariate analysis (62Hxx)

Related Items

Distance covariance for random fields

Uses Software

• fda (R)
• ftsa
• IndependenceTests

Cites Work

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