Can I read Distance Covariance for Stochastic Processes on EtoBox?

Distance Covariance for Stochastic Processes by Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady is a scholarly article available to read on EtoBox.

What is Distance Covariance for Stochastic Processes about?

The distance covariance of two random vectors is a measure of their dependence. The empirical distance covariance and correlation can be used as statistical tools for testing whether two random vectors are independent. We propose an analogs of the distance covariance for two stochastic processes defined on some interval. Their empirical analogs can be used to test the independence of two processes.

Author

Matsui, Muneya; Mikosch, Thomas; Samorodnitsky, Gennady

Published

2017

Language

EN