Equidirection: A Measure of Similarity Among Time Series

DOI10.1002/BIMJ.4710280616MaRDI QIDQ3742540zbMATH OpenOpenAlexFDO

Authors A. Yassouridis, E. Hansert

Publication date 1986

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.4710280616

zbMATH Keywords

correlation coefficientsequidirectionprocesses with independent incrementssimilarity among time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99)

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