Concepedia

Autocorrelation Coefficient Estimation

Autocorrelation Coefficient Estimation is the statistical procedure that quantifies the degree of linear dependence between a time series and its lagged version over successive time intervals, serving as a fundamental method for analyzing temporal dependencies in autocorrelation analysis.

216

Publications

17.8K

Citations

472

Authors

267

Institutions

Publications per year

2017–2026

27

Parents

Publications

216

A modified Mann-Kendall trend test for autocorrelated data

Khaled H. Hamed, A. Ramachandra Rao · Journal of Hydrology · 1998 · 3.7K citations

, , +9

ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY

Murad S. Taqqu, Vadim Teverovsky, Walter Willinger · Fractals · 1995 · 1.2K citations

, , +9

Factors affecting the detection of trends: Statistical considerations and applications to environmental data

Elizabeth C. Weatherhead, Gregory C. Reinsel, George C. Tiao et al. · Journal of Geophysical Research Atmospheres · 1998 · 927 citations · Full text

, , +17

On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series

M. S. Bartlett · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1946 · 899 citations

, , +15

A Method to Estimate the Statistical Significance of a Correlation When the Data Are Serially Correlated

Wesley Ebisuzaki · Journal of Climate · 1997 · 832 citations

, , +14

1–5 of 216

Authors

472

  1. CT
    Chris Telmer

    Carnegie Mellon University, United States

    3 publications · 751 citations

    3

    h-index

  2. BE
    Bradley E. Huitema

    Western Michigan University, United States

    3 publications · 56 citations

    3

    h-index

  3. ML
    Maxwell L. King

    Monash University, Australia

    3 publications · 166 citations

    3

    h-index

  4. AY
    Amir Yaron

    University of Pennsylvania, United States

    3 publications · 751 citations

    3

    h-index

  5. KS
    Kjetil Storesletten

    University of Oslo, Norway

    3 publications · 751 citations

    3

    h-index

1–5 of 472

Institutions

267

  1. University of Oxford

    Oxford, United Kingdom

    5 h-index

    6 publications

    273 citations

  2. Carnegie Mellon University

    Pittsburgh, United States

    4 h-index

    5 publications

    825 citations

  3. University of Toronto

    Toronto, Canada

    4 h-index

    6 publications

    300 citations

  4. Monash University

    Melbourne, Australia

    4 h-index

    5 publications

    313 citations

  5. University of Southern California

    Los Angeles, United States

    4 h-index

    9 publications

    345 citations

  6. University of Oslo

    Oslo, Norway

    3 h-index

    3 publications

    751 citations

  7. Stony Brook University

    Stony Brook, United States

    3 h-index

    3 publications

    785 citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    3 publications

    742 citations

1–8 of 267

Venues

  1. Biometrika

    16 publications · 1.2K citations

    14

    h-index

  2. Journal of Econometrics

    6 publications · 285 citations

    6

    h-index

  3. Econometrica

    6 publications · 259 citations

    6

    h-index

  4. Signal Processing

    5 publications · 255 citations

    5

    h-index

  5. 5

    h-index

1–5