Develops AutoHSIC, a kernel-based lagged U-statistic for serial independence testing in stationary time series, with limiting distributions under null and alternatives plus asymptotically valid wild bootstrap.
Proceedings of the 37th International Conference on Neural Information Processing Systems , pages=
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Testing for Serial Independence via Auto Hilbert-Schmidt Independence Criterion
Develops AutoHSIC, a kernel-based lagged U-statistic for serial independence testing in stationary time series, with limiting distributions under null and alternatives plus asymptotically valid wild bootstrap.