scientific article; zbMATH DE number 7339834

zbMath1466.62392arXiv1804.09866MaRDI QIDQ4986371

Guochang Wang, Wai Keung Li, Ke Zhu

Publication date: 27 April 2021

Full work available at URL: https://arxiv.org/abs/1804.09866

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

testing for independenceresidual bootstrapmultivariate time series modelsHilbert-Schmidt independence criterion (HSIC)non-linear dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (1)

A distance-based test of independence between two multivariate time series

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