Distance covariance for discretized stochastic processes
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Publication:2203622
DOI10.3150/20-BEJ1206zbMath1462.62356arXiv1806.09369OpenAlexW3080976353MaRDI QIDQ2203622
Muneya Matsui, Gennady Samorodnitsky, Thomas Mikosch, Laleh Tafakori, Herold G. Dehling
Publication date: 7 October 2020
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.09369
Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10) Foundations of stochastic processes (60G05)
Related Items (4)
Asymptotic behaviour of the empirical distance covariance for dependent data ⋮ Distance covariance for random fields ⋮ On distance covariance in metric and Hilbert spaces ⋮ Second errata to: ``Distance covariance in metric spaces
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