Testing serial independence of object-valued time series

Summary We propose a novel method for testing serial independence of object-valued time series in metric spaces, which are more general than Euclidean or Hilbert spaces. The proposed method is fully nonparametric, free of tuning parameters and can capture all nonlinear pairwise dependence. The key c...

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Veröffentlicht in:	Biometrika 2024-09, Vol.111 (3), p.925-944
Hauptverfasser:	Jiang, Feiyu, Gao, Hanjia, Shao, Xiaofeng
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Asymptotic properties Covariance Hilbert space Metric space Spectral density function Time series
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