The dependence measurements based on martingale difference correlation and distance correlation: Efficient tools to distinguish different complex systems
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DOI: 10.1016/j.chaos.2022.111868
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- Zhang, Fan & Shang, Pengjian & Zhang, Boyi, 2024. "A new spectral distance based on adaptive selection algorithm for non-stationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 636(C).
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Keywords
Dependence index; Dependence measure; Time series; Martingale difference correlation; Refined distance correlation;All these keywords.
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