Arc length tests for equivalent autocovariances
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Publication:4925457
DOI10.1080/00949655.2011.595717zbMath1431.62421OpenAlexW2109031942MaRDI QIDQ4925457
Colin M. Gallagher, Ferebee Tunno, Robert B. Lund
Publication date: 12 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.595717
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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