Codispersion coefficients for spatial and temporal series

The paper gives explicit formulas for the first moments of a sample codispersion coefficient defined as a suitably normalized sum of products of increments for time or space sequences. Derived formulas allow for the optimal choice of the lag in several spatial and temporal models and lead to tests of independence and confidence intervals for correlation.

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Year of publication:	2008
Authors:	Rukhin, Andrew L. ; Vallejos, Ronny
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 11, p. 1290-1300
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005224032