Citations (10)
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Read on this site (3)
Esam Mahdi & Thomas J. Fisher. (2022) Bootstrapping a powerful mixed portmanteau test for time series. Journal of Applied Statistics 0:0, pages 1-26.
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Zequn Sun & Thomas J. Fisher. (2021) Testing for correlation between two time series using a parametric bootstrap. Journal of Applied Statistics 48:11, pages 2042-2063.
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Thomas J. Fisher & Michael W. Robbins. (2019) A Cheap Trick to Improve the Power of a Conservative Hypothesis Test. The American Statistician 73:3, pages 232-242.
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Articles from other publishers (7)
Soon Heng Leong & Giovanni Urga. (2023) A practical multivariate approach to testing volatility spillover. Journal of Economic Dynamics and Control 153, pages 104694.
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Ba Chu. (2023) A distance-based test of independence between two multivariate time series. Journal of Multivariate Analysis 195, pages 105151.
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Daniel Cirkovic & Thomas J. Fisher. (2021) On testing for the equality of autocovariance in time series. Environmetrics 32:7.
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Yi-Jing Zhang & Li-Sheng Hu. (2021) Fault Propagation Inference Based on a Graph Neural Network for Steam Turbine Systems. Energies 14:2, pages 309.
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Andrés M. Alonso, Pedro Galeano & Daniel Peña. (2020) A robust procedure to build dynamic factor models with cluster structure. Journal of Econometrics 216:1, pages 35-52.
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Andrés M. Alonso & Daniel Peña. (2018) Clustering time series by linear dependency. Statistics and Computing 29:4, pages 655-676.
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K. Yu. Erofeev, E. M. Khramchenkov & E. V. Biryal’tsev. (2019) High-performance Processing of Covariance Matrices Using GPU Computations. Lobachevskii Journal of Mathematics 40:5, pages 547-554.
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