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Codispersion coefficients for spatial and temporal series

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  • Rukhin, Andrew L.
  • Vallejos, Ronny

Abstract

The paper gives explicit formulas for the first moments of a sample codispersion coefficient defined as a suitably normalized sum of products of increments for time or space sequences. Derived formulas allow for the optimal choice of the lag in several spatial and temporal models and lead to tests of independence and confidence intervals for correlation.

Suggested Citation

  • Rukhin, Andrew L. & Vallejos, Ronny, 2008. "Codispersion coefficients for spatial and temporal series," Statistics & Probability Letters, Elsevier, vol. 78(11), pages 1290-1300, August.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:11:p:1290-1300
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    References listed on IDEAS

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    1. R P Haining, 1978. "Estimating Spatial-Interaction Models," Environment and Planning A, , vol. 10(3), pages 305-320, March.
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    Cited by:

    1. Ronny Vallejos & Felipe Osorio & Diego Mancilla, 2015. "The codispersion map: a graphical tool to visualize the association between two spatial variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 69(3), pages 298-314, August.

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