The conditional distance autocovariance function

DOI10.1002/cjs.11610zbMath1492.62139OpenAlexW3134868418MaRDI QIDQ5094267

Wenliang Pan, Xue-Qin Wang, Qiang Zhang, Cheng-Wei Li

Publication date: 2 August 2022

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.11610

zbMATH Keywords

nonlinear time series modelPACFconditional distance correlationconditional distance autocovariance function

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

This page was built for publication: The conditional distance autocovariance function