Testing proportionality for autoregressive processes

DOI10.1109/TIT.2002.808122zbMATH Open1063.62122MaRDI QIDQ4679945FDOQ4679945

Authors: K. Drouiche 

Publication date: 31 May 2005

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

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Mathematics Subject Classification ID

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

Cited In (1)

• A test of homogeneity for autoregressive processes

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