Testing for superiority among two time series

DOI10.1007/S11203-003-8475-YMaRDI QIDQ2573250zbMATH OpenOpenAlexFDO

Authors Yanyan Li, Hira L. Koul, Fang Li

Publication date 7 November 2005

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11203-003-8475-y

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Comparing nonparametric versus parametric regression fits
• Comparison of non-parametric regression functions through their cumulatives
• Comparison of Regression Curves Using Quasi-Residuals
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• Identification of nonlinear time series from first order cumulative characteristics
• Linearity testing using local polynomial approximation
• Minimum distance regression model checking
• Nonparametric model checks for time series
• Semiparametric comparison of regression curves
• Testing for superiority among two regression curves
• Testing for the equality of two nonparametric regression curves
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Testing the equality of nonparametric regression curves
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques

Cited in

(6)

• Sur un test d'égalité des autocovariances de deux séries chronologiques
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• Testing for the Equality of Two Autoregressive Functions Using Quasi-Residuals
• Testing for Differences Between Conditional Means in a Time Series Context
• Testing the difference between two independent time series models
• A data-driven test to compare two or multiple time series

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