Using Autocorrelation to Evaluate Investments Autocorrelation can serve as a valuable tool for evaluating the behavior of investment returns over time.

In this article, we propose two important measures, quantile correlation (QCOR) and quantile partial correlation (QPCOR). We then apply them to quantile autoregressive (QAR) models, and introduce two ...

Here we propose and experimentally demonstrate a method of determining both the real and imaginary components of a single photon's temporal density matrix by measuring the autocorrelation function ...

Neglecting the temporal correlations replaces the original, temporally structured spike autocorrelation function with that of a Poisson spike train.

We present a complete analysis of the weak limit behaviour of the sample autocovariance and autocorrelation functions of (Xt), (|Xt|) and (Xt 2). The results in this paper can be seen as a natural ...