Equidirection: A Measure of Similarity Among Time Series

DOI10.1002/BIMJ.4710280616zbMath0605.62091OpenAlexW1985578920MaRDI QIDQ3742540

A. Yassouridis, E. Hansert

Publication date: 1986

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.4710280616

zbMATH Keywords

correlation coefficientsprocesses with independent incrementsequidirectionsimilarity among time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

Cites Work

• Unnamed Item

This page was built for publication: Equidirection: A Measure of Similarity Among Time Series