Testing equality of stationary autocovariances
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Publication:3077653
DOI10.1111/j.1467-9892.2009.00616.xzbMath1224.62064OpenAlexW2150709825MaRDI QIDQ3077653
Brani Vidakovic, Hany Bassily, Robert B. Lund
Publication date: 22 February 2011
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00616.x
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
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