A new correlation for bivariate time series with a higher order of integration (Q5083879)
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scientific article; zbMATH DE number 7545482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new correlation for bivariate time series with a higher order of integration |
scientific article; zbMATH DE number 7545482 |
Statements
A new correlation for bivariate time series with a higher order of integration (English)
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21 June 2022
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correlation
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bivariate
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time series
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cointegration
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non-stationarity
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random walk
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