Correlation and the time interval in multiple regression models
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Publication:706923
DOI10.1016/j.ejor.2003.07.020zbMath1065.62113MaRDI QIDQ706923
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
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H20: Measures of association (correlation, canonical correlation, etc.)
Cites Work