Curve of Correlation for Time Series

DOI10.1080/03610918.2014.926172zbMath1347.62195OpenAlexW2462191313MaRDI QIDQ2821044

Sumaia A. Latif, Pedro Alberto Morettin

Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.926172

zbMATH Keywords

time serieskernelnonparametric estimationlocal dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Stationary stochastic processes (60G10)

Related Items (1)

Correlation curve estimation for multiplicative distortion measurement errors data

Cites Work

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