Estimating and testing nonlinear local dependence between two time series
Virginia Lacal, Dag Tjøstheim
| Year of publication: |
2019
|
|---|---|
| Authors: | Lacal, Virginia ; Tjostheim, Dag |
| Subject: | Bivariate time series | Block bootstrap | Confidence intervals | Independence testing | Local Gaussian correlation | Nonlinear dependence. | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Bootstrap-Verfahren | Bootstrap approach | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2017.1407777 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012179003