Correlation and the time interval in multiple regression models

DOI10.1016/J.EJOR.2003.07.020MaRDI QIDQ706923zbMATH OpenOpenAlexFDO

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

Publication date 9 February 2005

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2003.07.020

zbMATH Keywords

Correlation coefficientPartial regression coefficientTime interval

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20)

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Cites work

• scientific article; zbMATH DE number 1820665 (Why is no real title available?)
• Correlation and the time interval over which the variables are measured
• Regression Analysis for Multiplicative Phenomena and its Implication for the Measurement of Investment Risk
• Regression, correlation, and the time interval: additive-multiplicative framework

Cited in

(3)

• Regression and correlation analyses of a linear relation between random intervals
• Regression, correlation, and the time interval: additive-multiplicative framework
• Statistical correlation study

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