| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154038 | Statistics & Probability Letters | 2008 | 11 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Andrew L. Rukhin, Ronny Vallejos,