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Autocorrelation

Known as: Autocorrelated, Auto Correlation, Autocorrelation function 
Autocorrelation, also known as serial correlation, is the correlation of a signal with itself at different points in time. Informally, it is the… Expand
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Papers overview

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Highly Cited
2010
Highly Cited
2010
The Weighted Histogram Analysis Method (WHAM) is a standard technique used to compute potentials of mean force (PMFs) from a set… Expand
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Highly Cited
2007
Highly Cited
2007
15 Empirical Bayes Method, 2nd edition J.S. Maritz and T. Lwin (1989) Symmetric Multivariate and Related Distributions K.-T. Fang… Expand
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Highly Cited
2002
Highly Cited
2002
Many physical and social phenomena are embedded within networks of interdependencies, the so-called 'context' of these phenomena… Expand
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Highly Cited
2002
Highly Cited
2002
This study investigated using Monte Carlo simulation the interaction between a linear trend and a lag-one autoregressive (AR(1… Expand
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Highly Cited
2002
Highly Cited
2002
This article studies momentum in stock returns, focusing on the role of industry, size, and book-to-market (B-M) factors. Size… Expand
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Highly Cited
1999
Highly Cited
1999
1. Destructive subsampling or restrictive sampling are often standard procedures to obtain independence of spatial observations… Expand
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Highly Cited
1999
Highly Cited
1999
This paper finds that trading volume is a significant determinant of the lead-lag patterns observed in stock returns. Daily and… Expand
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Highly Cited
1977
Highly Cited
1977
One of the most time honored methods of detecting pitch is to use some type of autocorrelation analysis on speech which has been… Expand
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Highly Cited
1970
Highly Cited
1970
This correspondence considers the problem of how to adjust the phase angles of a periodic signal with a given power spectrum to… Expand
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Highly Cited
1970
Highly Cited
1970
Many statistical models, and in particular autoregressive-moving average time series models, can be regarded as means of… Expand
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