Difference sign test for comovements between two time series

DOI10.1080/03610928108828043zbMath0465.62086OpenAlexW1998310121MaRDI QIDQ3917381

Jack F. Schreckengost, Mark C. K. Yang

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828043

zbMATH Keywords

independencecomovementsbiological time seriesdifference sign testup and down test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Exact distribution theory in statistics (62E15)

Related Items (3)

Image similarity assessment based on coefficients of spatial association ⋮ Assessing the association between two spatial or temporal sequences ⋮ Codispersion coefficients for spatial and temporal series

Cites Work

• The identification of point process systems
• On the order statistics from equally correlated normal random variables
• Unnamed Item

This page was built for publication: Difference sign test for comovements between two time series