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
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