90 citations · 100 across the 17 of their papers we have counts for
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stat.ME2018
New HSIC-based tests for independence between two stationary multivariate time series
Guochang Wang, Wai Keung Li, Ke Zhu
This paper proposes some novel one-sided omnibus tests for independence between two multivariate stationary time series. These new tests apply the Hilbert-Schmidt independence crit…
stat.ME2018
Statistical inference for autoregressive models under heteroscedasticity of unknown form
Ke Zhu
This paper provides an entire inference procedure for the autoregressive model under (conditional) heteroscedasticity of unknown form with a finite variance. We first establish the…