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Yule's ``nonsense correlation'' for Gaussian random walks - MaRDI portal

Yule's ``nonsense correlation'' for Gaussian random walks (Q6115257)

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scientific article; zbMATH DE number 7711492
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English
Yule's ``nonsense correlation'' for Gaussian random walks
scientific article; zbMATH DE number 7711492

    Statements

    title
    Yule's ``nonsense correlation'' for Gaussian random walks (English)
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    author
    Philip A. Ernst
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    Dongzhou Huang
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    Frederi G. Viens
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    publication date
    12 July 2023
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    zbMATH Keywords
    nonsense correlation
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    Gaussian random walks
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    Wiener processes
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    Wasserstein distance
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    Identifiers

    arXiv ID
    2103.06176
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    Mathematics Subject Classification ID
    60G50
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    60G15
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    60G05
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    zbMATH DE Number
    7711492
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    OpenAlex ID
    W3134049567
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