Codispersion coefficients for spatial and temporal series

Andrew L. Rukhin and Ronny Vallejos

Statistics & Probability Letters, 2008, vol. 78, issue 11, 1290-1300

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.

Date: 2008
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