A test of homogeneity for autoregressive processes
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Publication:4545946
DOI10.1002/acs.697zbMath0992.62088OpenAlexW2088566827MaRDI QIDQ4545946
Karim Drouiche, Rafael Martínez Pedro Gómez
Publication date: 18 August 2002
Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/acs.697
Inference from stochastic processes and spectral analysis (62M15) Applications of statistics (62P99) Non-Markovian processes: hypothesis testing (62M07)
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