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Showing 1 to 2 of 2 for “"serial correlation coefficient"”.
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A study of the multivariate distribution of commodity futures prices with a view to the development of portfolios and trading systems
… recent multivariate procedures (the multivariate serial correlation coefficient and the multivariate extension of the W- test for normality) are investigated. The four dimensional vector of returns with one component from each futures market can be viewed as being generated from a serially …
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Models and analysis of a stochastic neural source coder
… statistics (inter-spike interval histograms, serial correlation coefficients) with a very simple model consisting of only four free tuning parameters. We were also able to demonstrate a markedly slower growth in variance consistent with experimental data but which Poisson spike trains fail to …