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Applications of distance correlation to time series
Richard Davis, Munyea Matsui,
Thomas Valentin Mikosch
, Phyllis Wan
Department of Mathematical Sciences
20
Citations (Scopus)
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Dive into the research topics of 'Applications of distance correlation to time series'. Together they form a unique fingerprint.
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Mathematics
Time series
100%
Distance Function
94%
Correlation Function
93%
Empirical Characteristic Function
63%
Testing
47%
Goodness of fit
46%
Strong Mixing
28%
Multivariate Time Series
28%
Autoregressive Process
24%
Autoregressive Model
24%
Limit Distribution
24%
Asymptotic Theory
23%
Random Vector
22%
Null
20%
History
20%
Independence
19%
Univariate
19%
Context
13%