14 citations · 40 across the 9 of their papers we have counts for
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stat.ME2022
The martingale Z-test
Kenneth D. Harris
We describe a statistical test for association of two autocorrelated time series, one of which generated randomly at each time point from a known but possibly history-dependent dis…
stat.ME2021★ 5 cited
Tests for partial correlation between repeatedly observed nonstationary nonlinear timeseries
Kenneth D. Harris, Alex E. Yuan
We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a seco…
stat.ME2020★ 8 cited
A Shift Test for Independence in Generic Time Series
Kenneth D. Harris
We describe a family of conservative statistical tests for independence of two autocorrelated time series. The series may take values in any sets, and one of them must be stationar…