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Applications of distance correlation to time series
5 references·3 citing·28 second hop
Applications of distance correlation to time series (2018)Applications of distance correlation to t…Stochastic Processes and Long Range Dependence (2016)Stochastic Processes and Long…Measuring nonlinear dependence in time‐series, a distance correlation approach (2012)Measuring nonlinear dependenc…Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach (1999)Hypothesis Testing in Time Se…A Consistent Test for Bivariate Dependence (1993)A Consistent Test for Bivaria…Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource (1989)Space-Time Modelling with Lon…Time series estimation of the dynamic effects of disaster-type shocks (2022)Time series estimation of the…Statistical Dependence: Beyond Pearson’s ρ (2022)Statistical Dependence: Beyon…An Updated Literature Review of Distance Correlation and Its Applications to Time Series (2018)An Updated Literature Review …Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Forecasting CPI inflation components with Hierarchical Recurrent Neural Networks (2022)Quantile Coherency: A General Measure for Dependence between Cyclical Economic VariablesEmpirical exchange rate models of the seventies (1983)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Models (2003)Generalized spectral tests for the martingale difference hypothesis (2005)Spatial statistics (1981)Statistical Methods for Data with Long-Range Dependence (1992)Geostatistical Space–Time Models: A Review (1999)Space–Time Covariance Functions (2005)Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (1991)An automatic Portmanteau test for serial correlation (2009)Change-point methods for multivariate time-series: paired vectorial observations (2020)A modified CRITIC with a reference point based on fuzzy logic and hamming distance (2022)Evaluation of business strategies based on the financial performance of the corporation and investors' behavior using D-CRITIC and fuzzy MULTI-MOORA techniques: A real case study (2024)The Proof and Measurement of Association between Two Things (1904)PORTFOLIO SELECTION* (1952)Estimation and Inference of Impulse Responses by Local Projections (2005)Measuring Uncertainty (2015)Structural Vector Autoregressive Analysis (2017)Statistically identified structural VAR model with potentially skewed and fat‐tailed errors (2024)Asymptotic local efficiency of Cramér–von Mises tests for multivariate independence (2007)Fourier methods for testing multivariate independence (2007)Representations of max-stable processes via exponential tilting (2017)From Constant to Rough: A Survey of Continuous Volatility Modeling (2023)
this work references cited by second hop

References

  • 1989Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Power Resource625 cited
  • 1999Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach240 cited
  • 2016Stochastic Processes and Long Range Dependence159 cited
  • 1993A Consistent Test for Bivariate Dependence122 cited
  • 2012Measuring nonlinear dependence in time‐series, a distance correlation approach119 cited

Cited by

  • 2018An Updated Literature Review of Distance Correlation and Its Applications to Time Series57 cited
  • 2022Statistical Dependence: Beyond Pearson’s ρ34 cited
  • 2022Time series estimation of the dynamic effects of disaster-type shocks24 cited

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