The authors extend the Hilbert-Schmidt independence criterion into a unified test framework for independence and mean independence that holds in general topological spaces, with full asymptotic analysis of consistency and limit distributions for stationary ergodic processes under near epoch dependen
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Kernel-based independence and mean independence tests for weakly dependent data
The authors extend the Hilbert-Schmidt independence criterion into a unified test framework for independence and mean independence that holds in general topological spaces, with full asymptotic analysis of consistency and limit distributions for stationary ergodic processes under near epoch dependen