Testing independence for multivariate time series via auto multivariate distance covariance
Authors:
- 9 April 2024
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 54 (5) , 1397-1409
Abstract
1. In time series analysis, a fundamental problem is to explore the serial dependence. The autocorrelation function (ACF) plays a central role in the univariate time series, which can describe the ...Keywords
Funding Information
- National Natural Science Foundation of China (12101439)
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