Testing independence for multivariate time series via the auto-distance correlation matrix

dc.contributor.author	Fokianos, Konstantinos	en
dc.contributor.author	Pitsillou, M.	en
dc.creator	Fokianos, Konstantinos	en
dc.creator	Pitsillou, M.	en
dc.date.accessioned	2021-01-25T08:41:22Z
dc.date.available	2021-01-25T08:41:22Z
dc.date.issued	2018
dc.identifier.issn	0006-3444
dc.identifier.uri	http://gnosis.library.ucy.ac.cy/handle/7/62833
dc.description.abstract	SUMMARY. We introduce the matrix multivariate auto-distance covariance and correlation functions for time series, discuss their interpretation and develop cons	en
dc.language.iso	en	en
dc.source	Biometrika	en
dc.source.uri	https://academic.oup.com/biomet/article/105/2/337/4818355
dc.title	Testing independence for multivariate time series via the auto-distance correlation matrix	en
dc.type	info:eu-repo/semantics/article
dc.identifier.doi	10.1093/biomet/asx082
dc.description.volume	105
dc.description.issue	2
dc.description.startingpage	337
dc.description.endingpage	352
dc.author.faculty	Σχολή Θετικών και Εφαρμοσμένων Επιστημών / Faculty of Pure and Applied Sciences
dc.author.department	Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics
dc.type.uhtype	Article	en
dc.source.abbreviation	Biometrika	en
dc.contributor.orcid	Fokianos, Konstantinos [0000-0002-0051-711X]
dc.gnosis.orcid	0000-0002-0051-711X

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