On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points

DOI10.1007/S11004-021-09947-9zbMath1477.62254OpenAlexW3170490089MaRDI QIDQ2066843

Yanyan Li

Publication date: 14 January 2022

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-021-09947-9

zbMATH Keywords

correlationcross-correlationbootstrap confidence intervalsGaussian kernel estimatorunequal timescalesunevenly spaced time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Uses Software

• PearsonT
• NESToolbox
• BINCOR

Cites Work

• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• On the bootstrap and confidence intervals
• Theoretical comparison of bootstrap confidence intervals
• BINCOR
• Resampling methods for dependent data
• Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Climate time series analysis. Classical statistical and bootstrap methods
• Better Bootstrap Confidence Intervals
• The Stationary Bootstrap

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