Autocorrelation, a statistical measure that evaluates the relationship between a variable’s past and present values, can provide insights into patterns and guide investment decisions. By analyzing how ...

The American Statistician strives to publish articles of general interest to the statistical profession on topics that are important for a broad group of statisticians, and ordinarily not highly ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Erika Rasure is globally-recognized as a leading consumer economics subject matter expert, researcher, and ...

Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.