Testing proportionality for autoregressive processes

DOI10.1109/TIT.2002.808122MaRDI QIDQ4679945zbMATH OpenFDO

Authors K. Drouiche

Publication date 31 May 2005

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Cited in

(1)

• A test of homogeneity for autoregressive processes

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