Correlation and the time interval in multiple regression models

DOI10.1016/J.EJOR.2003.07.020zbMATH Open1065.62113OpenAlexW2106106804MaRDI QIDQ706923FDOQ706923

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

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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)

Cites Work

• Title not available (Why is that?)
• Correlation and the time interval over which the variables are measured
• Regression, correlation, and the time interval: additive-multiplicative framework
• Regression Analysis for Multiplicative Phenomena and its Implication for the Measurement of Investment Risk

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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