Applications of Distance Correlation to Time Series

17 June 2016

Papers citing "Applications of Distance Correlation to Time Series"

5 / 5 papers shown

Title
Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data Marius Kroll 35 2 0 17 Jul 2020
Estimating FARIMA models with uncorrelated but non-independent error terms Yacouba Boubacar Mainassara Youssef Esstafa B. Saussereau 38 6 0 16 Oct 2019
Indirect Inference for Time Series Using the Empirical Characteristic Function and Control Variates Richard A. Davis Thiago do Rêgo Sousa Claudia Klüppelberg AI4TS 25 3 0 17 Apr 2019
Statistical dependence: Beyond Pearson's $ρ$ D. Tjøstheim Haakon Otneim Baard Stove 69 40 0 27 Sep 2018
Distance covariance for discretized stochastic processes H. Dehling Muneya Matsui T. Mikosch G. Samorodnitsky L. Tafakori 48 14 0 25 Jun 2018