Time aggregation effect on the correlation coefficient: added-systematically sampled framework

DOI10.1057/PALGRAVE.JORS.2601947zbMATH Open1190.91159OpenAlexW2062218886MaRDI QIDQ3370363FDOQ3370363

Authors: Rong Jea, Chao-Ton Su, Jin-Lung Lin 

Publication date: 7 February 2006

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601947

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zbMATH Keywords

correlation coefficientsystematic samplingtime interval

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

Cited In (2)

• Correlation and the time interval in multiple regression models
• Regression, correlation, and the time interval: additive-multiplicative framework

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