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A new correlation for bivariate time series with a higher order of integration - MaRDI portal

A new correlation for bivariate time series with a higher order of integration (Q5083879)

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scientific article; zbMATH DE number 7545482
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English
A new correlation for bivariate time series with a higher order of integration
scientific article; zbMATH DE number 7545482

    Statements

    A new correlation for bivariate time series with a higher order of integration (English)
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    21 June 2022
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    correlation
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    bivariate
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    time series
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    cointegration
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    non-stationarity
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    random walk
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