A unified perspective on some autocorrelation measures in different fields: a note

DOI10.1515/math-2022-0574zbMath1519.62022OpenAlexW4362460647MaRDI QIDQ6049702

Hiroshi Yamada

Publication date: 15 September 2023

Published in: Open Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/math-2022-0574

zbMATH Keywords

serial correlationpath graphspatial autocorrelationcycle graphMoran's \(I\)Anderson's first circular serial correlation coefficientMoran's \(r_{11}\)Orcutt's first serial correlation coefficienttwo-dimensional lattice graph

Mathematics Subject Classification ID

Directional data; spatial statistics (62H11) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphs and linear algebra (matrices, eigenvalues, etc.) (05C50)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Inverses of triangular matrices and bipartite graphs
• NOTES ON CONTINUOUS STOCHASTIC PHENOMENA
• Distribution of the Serial Correlation Coefficient
• A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER

This page was built for publication: A unified perspective on some autocorrelation measures in different fields: a note