Taoufik Bouezmarni
Biographic Data
| ID | 8920149 |
|---|---|
| NAME | Taoufik Bouezmarni |
| GIVEN NAMES | Taoufik |
| FAMILY NAME | Bouezmarni |
| SIGNATURE | BOUEZMARNI T |
| AFFILIATIONS | Université de Sherbrooke |
| ORCID | 0000-0002-6830-3193 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2012 |
| LATEST PUBLICATION YEAR | 2012 |
| H-INDEX | 0 |
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
This article proposes a new nonparametric test for conditional independence that can directly be applied to test for Granger causality. Based on the comparison of copula densities, the test is easy to implement because it does not involve a weighting function in the test statistic, and it can be applied in general settings since there is no restriction on the dimension of the time series data. In fact, to apply the test, only a bandwidth is neede…
No prominent works on this page.
Nonparametric Copula-Based Test for Conditional Independence with Applications to Granger Causality
This article proposes a new nonparametric test for conditional independence that can directly be applied to test for Granger causality. Based on the comparison of copula densities, the test is easy to implement because it does not involve a weighting function in the test statistic, and it can be applied in general settings since there is no restriction on the dimension of the time series data. In fact, to apply the test, only a bandwidth is neede…
Complex Systems and Time Series Analysis (1 work) · Econometrics (1 work) · Economics (1 work) · Financial Risk and Volatility Modeling (1 work) · Granger causality (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Nonparametric statistics (1 work) · Statistical hypothesis testing (1 work) · Statistics (1 work)