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Applications of Distance Correlation to Time Series

Applications of Distance Correlation to Time Series

17 June 2016
Richard A. Davis
Muneya Matsui
T. Mikosch
Phyllis Wan
ArXiv (abs)PDFHTML

Papers citing "Applications of Distance Correlation to Time Series"

8 / 8 papers shown
Distance covariance for random fields
Distance covariance for random fields
Muneya Matsui
T. Mikosch
R. Roozegar
L. Tafakori
189
0
0
07 Jul 2021
Asymptotic Behaviour of the Empirical Distance Covariance for Dependent
  Data
Asymptotic Behaviour of the Empirical Distance Covariance for Dependent DataJournal of theoretical probability (J. Theor. Probab.), 2020
Marius Kroll
233
2
0
17 Jul 2020
Estimating FARIMA models with uncorrelated but non-independent error
  terms
Estimating FARIMA models with uncorrelated but non-independent error termsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (JCTPDS), 2019
Yacouba Boubacar Mainassara
Youssef Esstafa
B. Saussereau
128
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
174
5
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 CovarianceJournal of Econometrics (JE), 2019
Phyllis Wan
Richard A. Davis
88
8
0
02 Mar 2019
Statistical dependence: Beyond Pearson's $ρ$
Statistical dependence: Beyond Pearson's ρρρStatistical Science (Statist. Sci.), 2018
D. Tjøstheim
Haakon Otneim
Baard Stove
182
49
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
160
15
0
25 Jun 2018
Distance covariance for stochastic processes
Distance covariance for stochastic processes
Muneya Matsui
T. Mikosch
G. Samorodnitsky
101
11
0
30 Mar 2017
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