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Applications of Distance Correlation to Time Series

Applications of Distance Correlation to Time Series

Richard A. Davis
Muneya Matsui
T. Mikosch
Phyllis Wan
ArXiv (abs)PDFHTML

Papers citing "Applications of Distance Correlation to Time Series"

7 / 7 papers shown
Title
Distance covariance for random fields
Distance covariance for random fields
Muneya Matsui
T. Mikosch
R. Roozegar
L. Tafakori
57
0
0
07 Jul 2021
Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data
Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data
Marius Kroll
77
2
0
17 Jul 2020
Estimating FARIMA models with uncorrelated but non-independent error terms
Estimating FARIMA models with uncorrelated but non-independent error terms
Yacouba Boubacar Mainassara
Youssef Esstafa
B. Saussereau
54
7
0
16 Oct 2019
Indirect Inference for Time Series Using the Empirical Characteristic Function and Control Variates
Indirect Inference for Time Series Using the Empirical Characteristic Function and Control Variates
Richard A. Davis
Thiago do Rêgo Sousa
Claudia Klüppelberg
AI4TS
55
4
0
17 Apr 2019
Goodness-of-Fit Testing for Time Series Models via Distance Covariance
Goodness-of-Fit Testing for Time Series Models via Distance Covariance
Phyllis Wan
Richard A. Davis
16
8
0
02 Mar 2019
Statistical dependence: Beyond Pearson's $ρ$
Statistical dependence: Beyond Pearson's ρρ
D. Tjøstheim
Haakon Otneim
Baard Stove
92
40
0
27 Sep 2018
Distance covariance for discretized stochastic processes
Distance covariance for discretized stochastic processes
H. Dehling
Muneya Matsui
T. Mikosch
G. Samorodnitsky
L. Tafakori
80
14
0
25 Jun 2018