This paper considers new measures of mutual dependence between multiple multivariate random processes representing multidimensional functional data. In the case of two processes, the extension of functional distance correlation is used by selecting appropriate weight function in the weighted...

This paper considers the algorithmic implementation of the heteroskedasticity and autocorrelation consistent (HAC) estimation problem for covariance matrices of parameter estimators. We introduce a new algorithm, mainly based on the fast Fourier transform, and show via computer simulation that...