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Autocorrelation
Results: 609

#	Item
341	Quantifying Behavioral Data Sets of Criminal Activity Jameson Toole Department of Physics, University of Michigan, Ann Arbor, Michigan 48109, USA Add to Reading List Source URL: ai-d.org Language: English - Date: 2010-04-24 15:53:10 Mathematics Time series analysis Signal processing Regression analysis Linear algebra Cross-correlation Correlation and dependence Eigenvalues and eigenvectors Autocorrelation Statistics Algebra Covariance and correlation
342	PHYSICAL REVIEW E 76, 016109 共2007兲 Relation between volatility correlations in financial markets and Omori processes occurring on all scales Philipp Weber,1,2 Fengzhong Wang,1 Irena Vodenska-Chitkushev,1 Shlomo Hav Add to Reading List Source URL: polymer.bu.edu Language: English - Date: 2007-07-26 10:56:22 Mathematical finance Technical analysis Volatility Baselines of the Chinese territorial sea Detrended fluctuation analysis Autocorrelation Democratic Republic of the Congo Statistics Time series analysis Stochastic processes
343	Microsoft Word - CutThought.doc Add to Reading List Source URL: www.cinemetrics.lv Language: English - Date: 2014-05-04 05:47:14 Signal processing Covariance and correlation Autocorrelation Regression analysis Partial autocorrelation function Moving-average model Time series Spectral density Autoregressive model Statistics Noise Time series analysis
344	A general approach to testing for autocorrelation Christopher F Baum & Mark E Schaffer Boston College/DIW Berlin Heriot–Watt University/CEPR/IZA Add to Reading List Source URL: repec.org Language: English - Date: 2013-07-25 15:13:12 Ljung–Box test Durbin–Watson statistic Autocorrelation Breusch–Godfrey test Portmanteau test Stata Autoregressive conditional heteroskedasticity Statistical hypothesis testing Heteroscedasticity Statistics Time series analysis Statistical tests
345	Tune the autocorrelation time and unleash the full power of the parallel tempering algorithm∗ Institut für Theoretische Physik, Universität Leipzig, Postfach[removed], D[removed]Leipzig, Germany E-mail: elmar.bittner@it Add to Reading List Source URL: pos.sissa.it Language: English - Date: 2009-10-15 16:34:30 Statistical mechanics Heuristics Mathematical physics Theoretical physics Ising model Parallel tempering Autocorrelation Molecular dynamics Spin glass Physics Science Statistics
346	The Error Term in the History of Time Series Econometrics Duo Qin Christopher L. Gilbert initial draft: December 1995 this revision: November 1999# Add to Reading List Source URL: web.uvic.ca Language: English - Date: 2014-12-12 15:58:40 Vector autoregression Ordinary least squares Errors and residuals in statistics Linear regression Least squares Autoregressive conditional heteroskedasticity Errors-in-variables models Autocorrelation Structural equation modeling Statistics Econometrics Regression analysis
347	DEPARTMENT OF ECONOMICS AND FINANCE COLLEGE OF BUSINESS AND ECONOMICS UNIVERSITY OF CANTERBURY CHRISTCHURCH, NEW ZEALAND Unit Root Tests, Size Distortions, and Cointegrated Data Add to Reading List Source URL: www.econ.canterbury.ac.nz Language: English - Date: 2014-12-13 11:42:34 Dickey–Fuller test Cointegration Phillips–Perron test Unit root test Breusch–Godfrey test Distributed lag Unit root Autocorrelation Autoregressive conditional heteroskedasticity Statistics Time series analysis Statistical tests
348	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1060 November[removed]Nonparametric HAC Estimation for Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-07-22 12:23:11 Statistical theory Signal processing Regression analysis Autocorrelation Estimator Newey–West estimator Consistent estimator Mean squared error Variance Statistics Estimation theory Statistical inference
349	Presenting statistical analyses Authors must be explicit about the methods they have used and should ensure that they have applied the most appropriate statistical test(s). Equally, results must be discussed unambiguousl Add to Reading List Source URL: classic.rspb.royalsocietypublishing.org Language: English Statistical tests Design of experiments Hypothesis testing Analysis of variance Autocorrelation Degrees of freedom Regression analysis Statistical power Pearson product-moment correlation coefficient Statistics Parametric statistics Covariance and correlation
350	This square root of time rule comes from the fact that the variance of the sum of a bunch of random, unrelated variables is equal to the sum of the variances of those same random, unrelated variables. And i we think that Add to Reading List Source URL: www.newedge.com Language: English - Date: 2014-02-27 21:39:06 Financial economics Newedge Group NewEdge Autocorrelation Volatility Hedge fund Autoregressive conditional heteroskedasticity Trend following Statistics Time series analysis Economics

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