Nonparametric estimation of time varying correlation coefficient
DOI10.1007/S42952-020-00073-6zbMATH Open1485.62032OpenAlexW3034464305MaRDI QIDQ2131990FDOQ2131990
Authors: Ji Eun Choi, Dong Wan Shin 
Publication date: 27 April 2022
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s42952-020-00073-6
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Cited In (9)
- timevarcorr
- Title not available (Why is that?)
- Curve of correlation for time series
- Testing for correlation between two time series using a parametric bootstrap
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization
- Non-parametric estimation of copula parameters: testing for time-varying correlation
- A novel approach for nonstationary time series analysis with time-invariant correlation coefficient
- Parametric nonstationary correlation models
- Technique for determining the correlation coefficient for non-stationary time series
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