Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths
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Publication:5177971
DOI10.1111/jtsa.12101zbMath1320.62199OpenAlexW1485168113MaRDI QIDQ5177971
Publication date: 9 March 2015
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/jtsa.12101
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Application of orthogonal and other special functions (94A11)
Related Items (5)
Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic ⋮ A computational bootstrap procedure to compare two dependent time series ⋮ Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods ⋮ Robust tests for time series comparison based on Laplace periodograms ⋮ A New Test for Checking the Equality of the Correlation Structures of two time Series
Uses Software
Cites Work
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