Comparison of stationary time series using distribution-free methods

DOI10.1007/978-3-642-57678-2_45zbMath1455.62177MaRDI QIDQ3297970

Elizabeth Ann Maharaj

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_45

zbMATH Keywords

autocorrelations; stationary time series; partial autocorrelations; moving blocks bootstrap

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G10: Nonparametric hypothesis testing

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G09: Nonparametric statistical resampling methods