Rényi statistics for testing equality of autocorrelation coefficients

DOI10.1016/j.stamet.2009.03.001zbMath1463.62169MaRDI QIDQ537378

Tomáš Hobza, Domingo Morales, Leandro Pardo

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.03.001

zbMATH Keywords

Rényi divergence; autocorrelation coefficient; testing hypothesis; likelihood divergence statistics; normal multivariate distribution

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H15: Hypothesis testing in multivariate analysis

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Uses Software

• BRENT

Cites Work

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