Monitoring correlation change in a sequence of random variables
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Publication:715600
DOI10.1016/j.jspi.2012.06.007zbMath1251.62025OpenAlexW2165576713MaRDI QIDQ715600
Publication date: 30 October 2012
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2003/29399
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05) Inference from stochastic processes (62M99)
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