Yule's ``nonsense correlation for Gaussian random walks

DOI10.1016/j.spa.2023.04.007arXiv2103.06176OpenAlexW3134049567MaRDI QIDQ6115257

Dongzhou Huang, Philip A. Ernst, Frederi G. Viens

Publication date: 12 July 2023

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.06176

zbMATH Keywords

Wiener processesWasserstein distanceGaussian random walksnonsense correlation

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Foundations of stochastic processes (60G05)

Cites Work

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