Tests for comparing time series of unequal lengths

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

zbMATH Keywords

hypothesis testing; spectral analysis; ARMA models

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

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

62M15: Inference from stochastic processes and spectral analysis

Related Items

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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