Curve of correlation for time series

DOI10.1080/03610918.2014.926172zbMATH Open1347.62195OpenAlexW2462191313MaRDI QIDQ2821044FDOQ2821044

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

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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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• Nonparametric Autoregression with Multiplicative Volatility and Additive mean
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• Correlation curves: Measures of association as functions of covariate values

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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