Sur un test d'égalité des autocovariances de deux séries chronologiques (Q3685896): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sur un test d'égalité des autocovariances de deux séries chronologiques |
scientific article |
Statements
Sur un test d'égalité des autocovariances de deux séries chronologiques (English)
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1984
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estimation of the covariance matrix of the sample autocovariances
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test for the equality of the autocovariance functions
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independent and stationary time series
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quadratic form
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finite-sample properties
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bias
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power
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