45 citations · 151 across the 23 of their papers we have counts for
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math.ST2021
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
Annika Betken, Herold Dehling, Marius Kroll
We present a test for independence of two strictly stationary time series based on a bootstrap procedure for the distance covariance. Our test detects any kind of dependence betwee…
math.ST2021
Test for independence of long-range dependent time series using distance covariance
Annika Betken, Herold Dehling
We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distanc…