Tests for comparing time series of unequal lengths
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Publication:4925447
DOI10.1080/00949655.2011.592985zbMath1431.62357WikidataQ57710942 ScholiaQ57710942MaRDI QIDQ4925447
Daniel Peña, Jorge Caiado, Nuno Crato
Publication date: 12 June 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.592985
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
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Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods, Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths
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