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

Author:

Chu BaORCID

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference52 articles.

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2. Generalized random forests;Athey;Ann. Statist.,2019

3. A multivariate nonparametric test of independence;Bakirov;J. Multivariate Anal.,2006

4. Normal Approximations and Asymptotic Expansions;Bhattacharya,1986

5. A generalized Portmanteau test for independence of two infinite-order vector autoregressive series;Bouhaddioui;J. Time Series Anal.,2006

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Testing independence for multivariate time series via auto multivariate distance covariance;Communications in Statistics - Theory and Methods;2024-04-09

2. Exploring the Impact of the Signal-to-Noise Ratio Assumption on the Time Series Bootstrap Pairwise Dependence Hypothesis Test;2023 14th International Conference on Information, Intelligence, Systems & Applications (IISA);2023-07-10

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