Empirical Characteristic Functions-Based Estimation and Distance Correlation for Locally Stationary Processes

Jentsch, CarstenCarstenJentschLeucht, AnneAnneLeucht0000-0003-3295-723XMeyer, MarcoMarcoMeyerBeering, CarinaCarinaBeering2021-10-292021-10-2920200143-9782https://fis.uni-bamberg.de/handle/uniba/51900engEmpirical Characteristic Functions-Based Estimation and Distance Correlation for Locally Stationary Processesarticle10.1111/jtsa.12497http://www.scopus.com/inward/record.url?eid=2-s2.0-85070759781&partnerID=MN8TOARS