An alternative measure of positive correlation for bivariate time series

DOI10.1080/03610918.2019.1711407zbMath1490.62227WikidataQ126379041 ScholiaQ126379041MaRDI QIDQ5866155

Sudeep R. Bapat

Publication date: 13 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2019.1711407

zbMATH Keywords

correlation; time series; bivariate; non-stationarity; auto-regressive

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H20: Measures of association (correlation, canonical correlation, etc.)

Uses Software

• R