A new test for checking the equality of the correlation structures of two time series
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- scientific article; zbMATH DE number 1398565
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Cites work
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- A CENTRAL LIMIT THEOREM FOR m(n) AUTOCOVARIANCES
- A data-driven test to compare two or multiple time series
- A note on using periodogram-based distances for comparing spectral densities
- A test for second-order stationarity of a time series based on the discrete Fourier transform
- Asymptotic covariance structure of serial correlations in multivariate time series
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
- Comparing two samples by penalized logistic regression
- Comparison of Times Series with Unequal Length in the Frequency Domain
- Comparison of non-stationary time series in the frequency domain
- Multivariate versions of Bartlett's formula
- Nonparametric Comparison of Cumulative Periodograms
- Nonparametric smoothing and lack-of-fit tests
- On the maximum of covariance estimators
- Sequential estimation for the autocorrelations of linear processes
- Stochastic Limit Theory
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
- Testing equality of stationary autocovariances
- Testing goodness-of-fit in regression via order selection criteria
- Time series: theory and methods.
- Wavelet-based tests for comparing two time series with unequal lengths
Cited in
(9)- Arc length tests for comparing the dynamics between GARCH processes
- Robust tests for time series comparison based on Laplace periodograms
- A computational bootstrap procedure to compare two dependent time series
- Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
- A new correlation coefficient for bivariate time-series data
- On testing for the equality of autocovariance in time series
- A simple test of equality of time series
- scientific article; zbMATH DE number 1398565 (Why is no real title available?)
- Scalable Methods for Multiple Time Series Comparison in Second Order Dynamics
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