Estimation of Correlation Between Latent Processes

DOI10.1007/978-3-319-45875-5_6zbMath1368.62156OpenAlexW2558808307MaRDI QIDQ4976496

Nakahiro Yoshida, Akitoshi Kimura

Publication date: 31 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-45875-5_6

zbMATH Keywords

high frequency dataasymptotic mixed normalitylatent correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Generalizations of martingales (60G48)

Related Items (1)

Confidence interval for correlation estimator between latent processes

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