Understanding nonsense correlation between (independent) random walks in finite samples
Year of publication: |
2021
|
---|---|
Authors: | Hassler, Uwe ; Hosseinkouchack, Mehdi |
Published in: |
Statistical Papers. - Berlin, Heidelberg : Springer, ISSN 1613-9798. - Vol. 63.2021, 1, p. 181-195
|
Publisher: |
Berlin, Heidelberg : Springer |
Subject: | Coin tossing | Concordance | Discordance | Maximum length of association |
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