Testing equality of stationary autocovariances
DOI10.1111/J.1467-9892.2009.00616.XzbMATH Open1224.62064OpenAlexW2150709825MaRDI QIDQ3077653FDOQ3077653
Authors: Hany Bassily, Brani Vidakovic, Robert 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
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- Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
- A periodogram-based metric for time series classification
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
Cited In (21)
- Two sample tests for high-dimensional autocovariances
- Sur un test d'égalité des autocovariances de deux séries chronologiques
- Testing the covariance function of stationary Gaussian random fields
- Wavelet-based tests for comparing two time series with unequal lengths
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
- Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals
- A comparison of multivariate signal discrimination techniques
- Robust tests for time series comparison based on Laplace periodograms
- A computational bootstrap procedure to compare two dependent time series
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
- Testing for Equal Predictability of Stationary ARMA Processes
- Arc length tests for equivalent autocovariances
- Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
- On testing for the equality of autocovariance in time series
- A data-driven test to compare two or multiple time series
- Testing for the equivalence of several sets of time series and its multiple comparison procedure
- A new test for checking the equality of the correlation structures of two time series
- Title not available (Why is that?)
- On Fan's adaptive Neyman tests for comparing two spectral densities
- Bounded area tests for comparing the dynamics between ARMA processes
- Time-series clustering via quasi \(U\)-statistics
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