TESTING THE SIGNIFICANCE OF CORRELATION BETWEEN TIME SERIES

被引：31
|
作者：
ORCUTT, GH
JAMES, SF
机构：
来源：
BIOMETRIKA | 1948年 / 35卷 / 3-4期
关键词：
D O I：
10.1093/biomet/35.3-4.397
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
引用
收藏
页码：397 / 413
页数：17
相关论文
共 50 条
  • [41] Time series, periodograms, and significance
    Hernandez, G
    JOURNAL OF GEOPHYSICAL RESEARCH-SPACE PHYSICS, 1999, 104 (A5) : 10355 - 10368
  • [42] A Significance Test for Time Series
    Waite, Warren C.
    JOURNAL OF FARM ECONOMICS, 1942, 24 (01): : 366 - 367
  • [43] Testing statistical significance of multivariate time series analysis techniques for epileptic seizure prediction
    Schelter, B
    Winterhalder, M
    Maiwald, T
    Brandt, A
    Schad, A
    Schulze-Bonhage, A
    Timmer, J
    CHAOS, 2006, 16 (01)
  • [44] Multiscale Fluctuation Features of the Dynamic Correlation between Bivariate Time Series
    Jiang, Meihui
    Gao, Xiangyun
    An, Haizhong
    Jia, Xiaoliang
    Sun, Xiaoqi
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2016, 2016
  • [45] DETRENDED CROSS-CORRELATION ANALYSIS BETWEEN MULTIVARIATE TIME SERIES
    Mao, Xuegeng
    Shang, Pengjian
    FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY, 2018, 26 (04)
  • [46] Testing for a difference between conditional variance functions of nonlinear time series
    Cwik, J
    Koronacki, J
    Mielniczuk, J
    CONTROL AND CYBERNETICS, 2000, 29 (01): : 33 - 50
  • [47] Estimating and Testing Nonlinear Local Dependence Between Two Time Series
    Lacal, Virginia
    Tjostheim, Dag
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 37 (04) : 648 - 660
  • [48] Curve of Correlation for Time Series
    Latif, Sumaia A.
    Morettin, Pedro A.
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (08) : 2792 - 2809
  • [49] Modeling and correlation between time series of solar cycles and series of rainfall in the southern Patagonian extreme
    Bonfili, Oscar
    Maglione, Dora
    Soto, Julio
    INFORMES CIENTIFICOS Y TECNICOS, 2018, 10 (03): : 44 - 59
  • [50] Testing independence for multivariate time series via the auto-distance correlation matrix
    Fokianos, K.
    Pitsillou, M.
    BIOMETRIKA, 2018, 105 (02) : 337 - 352
12345