Measuring nonlinear dependence in time-series, a distance correlation approach

Journal of Time Series Analysis

Volumn 33, Issue 3, 2012, Pages 438-457

  Zhou, Zhou ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Autodistance correlation function; Nonlinear dependence; Nonlinear time series; Subsampling

Indexed keywords

EID: 84862832581     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2011.00780.x     Document Type: Article

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