dc.contributor.author | Edelmann, Dominic | en |
dc.contributor.author | Fokianos, Konstantinos | en |
dc.contributor.author | Pitsillou, Maria | en |
dc.creator | Edelmann, Dominic | en |
dc.creator | Fokianos, Konstantinos | en |
dc.creator | Pitsillou, Maria | en |
dc.date.accessioned | 2021-01-25T08:41:22Z | |
dc.date.available | 2021-01-25T08:41:22Z | |
dc.date.issued | 2019 | |
dc.identifier.issn | 1751-5823 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/62836 | |
dc.description.abstract | The concept of distance covariance/correlation was introduced recently to characterise dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function, and we demonstrate its applicability to time series analysis. We will see that the auto-distance covariance/correlation function is able to identify non-linear relationships and can be employed for testing the i.i.d. hypothesis. Comparisons with other measures of dependence are included. | en |
dc.language.iso | en | en |
dc.source | International Statistical Review | en |
dc.source.uri | https://onlinelibrary.wiley.com/doi/abs/10.1111/insr.12294 | |
dc.title | An Updated Literature Review of Distance Correlation and Its Applications to Time Series | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1111/insr.12294 | |
dc.description.volume | 87 | |
dc.description.issue | 2 | |
dc.description.startingpage | 237 | |
dc.description.endingpage | 262 | |
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.contributor.orcid | Fokianos, Konstantinos [0000-0002-0051-711X] | |
dc.gnosis.orcid | 0000-0002-0051-711X | |