Bounded area tests for comparing the dynamics between ARMA processes

DOI10.1080/03610926.2013.837184MaRDI QIDQ3458131zbMATH OpenOpenAlexFDO

Authors Ferebee Tunno

Publication date 8 December 2015

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.837184

zbMATH Keywords

ARMAautocovariancebounded area

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A periodogram-based metric for time series classification
• Arc length tests for equivalent autocovariances
• Testing equality of stationary autocovariances
• Testing for changes in the covariance structure of linear processes

Cited in

(4)

• Testing equality of stationary autocovariances
• Arc length tests for equivalent autocovariances
• Signal discrimination without denoising
• Testing for Equal Predictability of Stationary ARMA Processes

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