On Kendall's Autocorrelations

DOI10.1080/03610926.2010.549991zbMath1270.62095OpenAlexW2080193964MaRDI QIDQ2920001

Miroslav Šiman

Publication date: 23 October 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.549991

zbMATH Keywords

Kendall's tauserial rank coefficients

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites Work

• A central limit theorem for \(m\)-dependent random variables
• A weighted Kendall's tau statistic
• Kendall's tau for serial dependence

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