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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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Keyphrases
Distance Correlation
100%
Empirical Characteristic Function
33%
Cross-sectional Dependence
33%
Cross-Distance
33%
Strong Mixing
16%
Distance Covariance
16%
Mathematics
Empirical Characteristic Function
100%
Strong Mixing
50%