PearsonT

swMATH13504MaRDI QIDQ25418

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Described by source

• More accurate, calibrated bootstrap confidence intervals for estimating the correlation between two time series
• Estimating Pearson's correlation coefficient with bootstrap confidence interval from serially dependent time series

Related Items (8)

Scale space multiresolution correlation analysis for time series data ⋮ Stationary bootstrapping realized volatility under market microstructure noise ⋮ Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence ⋮ Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence ⋮ Identifying intraclass correlations necessitating hierarchical modeling ⋮ Bootstrap ICC estimators in analysis of small clustered binary data ⋮ Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model ⋮ On the construction of bootstrap confidence intervals for estimating the correlation between two time series not sampled on identical time points

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