Curve of correlation for time series

DOI10.1080/03610918.2014.926172MaRDI QIDQ2821044zbMATH OpenOpenAlexFDO

Authors Sumaia A. Latif, Pedro A. Morettin

Publication date 16 September 2016

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.926172

zbMATH Keywords

nonparametric estimationtime serieskernellocal dependence

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• A new measure of linear local dependence
• An introduction to copulas.
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Bivariate extreme statistics. I
• Correlation curves: Measures of association as functions of covariate values
• Dependence function for continuous bivariate densities
• Efficient estimation of conditional variance functions in stochastic regression
• Local linear regression smoothers and their minimax efficiencies
• Nonparametric Autoregression with Multiplicative Volatility and Additive mean
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Nonparametric statistics for stochastic processes. Estimation and prediction.

Cited in

(4)

• An alternative measure of positive correlation for bivariate time series
• Correlation curve estimation for multiplicative distortion measurement errors data
• Estimation of a measure of local correlation for independent samples and time series data
• Correlation analysis in curve registration of time series

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