An alternative approach for testing for linear association for two independent stationary AR(1) processess
Year of publication: |
2012
|
---|---|
Authors: | Agiakloglou, Christos N. ; Tsimpanos, Apostolos |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 34/36, p. 4799-4803
|
Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
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