Corpus ID: 235422033

A test for partial correlation between repeatedly observed nonstationary nonlinear timeseries

@inproceedings{Harris2021ATF,
  title={A test for partial correlation between repeatedly observed nonstationary nonlinear timeseries},
  author={K. Harris},
  year={2021}
}
We describe a family of statistical tests to measure partial correlation in vectorial timeseries. The test measures whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z which may correlate with X. It does not make any assumptions on the nature of these timeseries, such as stationarity or linearity, but it does require that multiple statistically independent recordings of the 3 series are available. Intuitively, the test works by… Expand

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