New HSIC-based tests for independence between two stationary multivariate time series

Keyphrases

• Criteria-based 100%
• Independence Test 100%
• Multivariate Time Series 100%
• Hilbert-Schmidt Independence Criterion 100%
• Copyright 25%
• Bootstrap Method 25%
• Academia Sinica 25%
• Correlation-based 25%
• Statistical Science 25%
• Stationary Time Series 25%
• Limiting null Distribution 25%
• Omnibus Test 25%
• Regularity Conditions 25%
• Linear Dependence 25%
• Residual Bootstrap 25%
• Causal Relationship 25%
• Real-data Example 25%

Mathematics

• Time Series Analysis 100%
• Time Series 100%
• Real Data 33%
• Residuals 33%
• Bootstrap Method 33%
• Nonlinear 33%
• Causal Relationship 33%
• Statistical Science 33%
• Null 33%
• Stationary Time Series 33%
• Crosscorrelation 33%
• Omnibus Test 33%
• Linear Dependence 33%