Measurement of Linear Dependence and Feedback Between Multiple Time Series
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Publication:3954696
DOI10.2307/2287238zbMath0492.62078OpenAlexW4231726431MaRDI QIDQ3954696
Publication date: 1982
Full work available at URL: https://doi.org/10.2307/2287238
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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