Arc length tests for equivalent autocovariances
From MaRDI portal
Publication:4925457
DOI10.1080/00949655.2011.595717zbMath1431.62421MaRDI QIDQ4925457
Colin M. Gallagher, Ferebee Tunno, Robert B. Lund
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/10.1080/00949655.2011.595717
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M07: Non-Markovian processes: hypothesis testing
Related Items
Signal discrimination without denoising, Bounded Area Tests For Comparing The Dynamics Between ARMA Processes
Uses Software
Cites Work
- A periodogram-based metric for time series classification
- Testing for changes in the covariance structure of linear processes
- Time series clustering and classification by the autoregressive metric
- Limit theorems for functionals of moving averages
- Testing equality of stationary autocovariances
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
- Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
- Discrimination and Classification of Nonstationary Time Series Using the SLEX Model