Mathematical justification of a heuristic for statistical correlation of real-life time series
Evgeny Agafonov; Andrzej Bargiela; Edmund Burke; Evtim Peytchev
| Year of publication: |
2009
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|---|---|
| Authors: | Agafonov, Evgeny ; Bargiela, Andrzej ; Burke, Edmund K. ; Peytchev, Evtim |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 198.2009, 1 (1.10.), p. 275-286
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| Subject: | Zeitreihenanalyse | Time series analysis | Heuristik | Heuristics | Theorie | Theory | Korrelation | Correlation | Statistische Methodenlehre | Statistical theory | Statistische Methode | Statistical method | Finanzmathematik | Mathematical finance | Mathematik | Mathematics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003853602