# Testing significance of Kendall and distance correlations for time series

Given two stationary time series $X$ and $Y$, is it possible to test the significance of the cross-Kendall-correlations $\tau(X_t,Y_{t+h})$ and the cross-distance-correlations $\text{dCor}(X_t,Y_{t+h})$?

PS: This question is the continuation of my previous question here.