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Yule's ``Nonsense correlation'': moments and density (Q6632611)

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scientific article; zbMATH DE number 7938573
Language Label Description Also known as
English
Yule's ``Nonsense correlation'': moments and density
scientific article; zbMATH DE number 7938573

    Statements

    title
    Yule's ``Nonsense correlation'': moments and density (English)
    0 references
    author
    Philip Ernst
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    L. C. G. Rogers
    0 references
    Quan Zhou
    0 references
    published in
    Bernoulli
    0 references
    publication date
    5 November 2024
    0 references
    zbMATH Keywords
    nonsense correlation
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    Ornstein-Uhlenbeck processes
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    volatile correlation
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    Wiener processes
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    cites work
    Q4197800
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    Numerical analysis.
    0 references
    Q5807209
    0 references
    Q4492756
    0 references
    Q5524570
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60G15
    0 references
    60F05
    0 references
    zbMATH DE Number
    7938573
    0 references
    DOI
    10.3150/24-BEJ1733
    0 references
     
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