Peter R. Hansen, Asger Lunde, ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR, Econometric Theory, Vol. 30, No. 1 (February 2014), pp. 60-93 ...

Spatial autocorrelation is a parameter of importance for network data analysis. To estimate spatial autocorrelation, maximum likelihood has been popularly used. However, its rigorous implementation ...

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