Comparison of time series using subsampling

DOI10.1016/j.csda.2005.04.010zbMath1445.62216OpenAlexW2002953934MaRDI QIDQ959346

Andrés M. Alonso, Elizabeth Ann Maharaj

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/222

zbMATH Keywords

comparisonresamplingstationary time series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric statistical resampling methods (62G09)

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