Applications of distance correlation to time series

Research output: Contribution to journal › Journal article › Research › peer-review

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Applications of distance correlation to time series. / Davis, Richard; Matsui, Munyea ; Mikosch, Thomas Valentin; Wan, Phyllis.

In: Bernoulli, Vol. 24, No. 4A, 2018, p. 3087-3116.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Davis, R, Matsui, M, Mikosch, TV & Wan, P 2018, 'Applications of distance correlation to time series', Bernoulli, vol. 24, no. 4A, pp. 3087-3116. https://doi.org/10.3150/17-BEJ955

APA

Davis, R., Matsui, M., Mikosch, T. V., & Wan, P. (2018). Applications of distance correlation to time series. Bernoulli, 24(4A), 3087-3116. https://doi.org/10.3150/17-BEJ955

Vancouver

Davis R, Matsui M, Mikosch TV, Wan P. Applications of distance correlation to time series. Bernoulli. 2018;24(4A):3087-3116. https://doi.org/10.3150/17-BEJ955

Author

Davis, Richard ; Matsui, Munyea ; Mikosch, Thomas Valentin ; Wan, Phyllis. / Applications of distance correlation to time series. In: Bernoulli. 2018 ; Vol. 24, No. 4A. pp. 3087-3116.

Bibtex

@article{2ae408131a2f401aadda405fdd043b04,
title = "Applications of distance correlation to time series",
author = "Richard Davis and Munyea Matsui and Mikosch, {Thomas Valentin} and Phyllis Wan",
year = "2018",
doi = "10.3150/17-BEJ955",
language = "English",
volume = "24",
pages = "3087--3116",
journal = "Bernoulli",
issn = "1350-7265",
publisher = "International Statistical Institute",
number = "4A",

}

RIS

TY - JOUR

T1 - Applications of distance correlation to time series

AU - Davis, Richard

AU - Matsui, Munyea

AU - Mikosch, Thomas Valentin

AU - Wan, Phyllis

PY - 2018

Y1 - 2018

U2 - 10.3150/17-BEJ955

DO - 10.3150/17-BEJ955

M3 - Journal article

VL - 24

SP - 3087

EP - 3116

JO - Bernoulli

JF - Bernoulli

SN - 1350-7265

IS - 4A

ER -

ID: 193895672