In this paper, we propose a novel nonparametric estimator for the correlation coefficient that is based on solving a cubic equation. This approach allows for the estimation of time-varying correlation coefficients in a nonparametric framework, providing flexibility in capturing complex relationships between variables. Furthermore, we adopt the local linear smoothing technique to correct the boundary effects, which are common in nonparametric estimation. We establish the theoretical properties of the proposed estimator, including consistency and asymptotic normality, and demonstrate its performance through simulation studies. Additionally, we apply our method to analyse dynamic functional connectivity in brain networks under six frequency bands, highlighting its potential for uncovering insights into neural interactions and cognitive processes.

翻译：暂无翻译