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Significance testing of rank cross-correlations between autocorrelated time series with short-range dependence

Statistical dependency measures such as Kendall’s Tau or Spearman’s Rho are frequently used to analyse the coherence between time series in environmental data analyses. Autocorrelation of the data can, however, result in spurious cross correlations if not accounted for. Here, we present the asymptot...

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Detalles Bibliográficos
Autores principales: Lun, David, Fischer, Svenja, Viglione, Alberto, Blöschl, Günter
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Taylor & Francis 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10557552/
https://www.ncbi.nlm.nih.gov/pubmed/37808614
http://dx.doi.org/10.1080/02664763.2022.2137115