Estimation of a measure of local correlation for independent samples and time series data

DOI10.1007/s13571-012-0039-yzbMath1333.62213OpenAlexW1982015810MaRDI QIDQ361230

Sumaia A. Latif, Pedro Alberto Morettin

Publication date: 29 August 2013

Published in: Sankhyā. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13571-012-0039-y

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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