An alternative measure of positive correlation for bivariate time series

DOI10.1080/03610918.2019.1711407zbMath1490.62227OpenAlexW3000734557WikidataQ126379041 ScholiaQ126379041MaRDI QIDQ5866155

Sudeep R. Bapat

Publication date: 13 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1711407

zbMATH Keywords

correlationtime seriesbivariatenon-stationarityauto-regressive

Mathematics Subject Classification ID

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

Uses Software

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Cites Work

• Unnamed Item
• A new correlation coefficient for bivariate time-series data
• An alternative measure of positive correlation
• A new correlation for bivariate time series with a higher order of integration

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