Rényi statistics for testing equality of autocorrelation coefficients
From MaRDI portal
Publication:537378
DOI10.1016/j.stamet.2009.03.001zbMath1463.62169MaRDI QIDQ537378
Domingo Morales, Leandro Pardo, Tomáš Hobza
Publication date: 20 May 2011
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2009.03.001
Rényi divergence; autocorrelation coefficient; testing hypothesis; likelihood divergence statistics; normal multivariate distribution
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H15: Hypothesis testing in multivariate analysis
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Cites Work
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