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Research Article

Testing independence for multivariate time series via auto multivariate distance covariance

Jingren Chena School of Mathematical Sciences, Harbin Normal University, Harbin, ChinaView further author information
,
Xuejun Mab School of Mathematical Sciences, Soochow University, Suzhou, ChinaView further author information
&
Yue Chaob School of Mathematical Sciences, Soochow University, Suzhou, ChinaCorrespondence[email protected]
View further author information
Received 21 Aug 2023, Accepted 29 Mar 2024, Published online: 09 Apr 2024

References

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