Testing the difference between two independent time series models

DOI10.1007/S40995-017-0288-8MaRDI QIDQ724799zbMATH OpenOpenAlexFDO

Authors Mohammad Reza Mahmoudi, Mohsen Maleki, Abbas Pak

Publication date 26 July 2018

Published in Iranian Journal of Science and Technology, Transactions A: Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40995-017-0288-8

zbMATH Keywords

simulationtime seriesasymptoticsimultaneous inferenceARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• scientific article; zbMATH DE number 847272 (Why is no real title available?)
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• A periodogram-based metric for time series classification
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• Disoominkfrcn between gaussian time series based on their spectral differences
• Inference on the ratio of variances of two independent populations
• Nonparametric Comparison of Cumulative Periodograms
• Spectral Analysis of Replicated Biomedical Time Series
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Testing the difference between two independent regression models
• Time series: theory and methods.

Cited in

(15)

• Testing for superiority among two time series
• A computational technique to classify several fractional Brownian motion processes
• A new method to compare the spectral densities of two independent periodically correlated time series
• ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL
• On kurtoses of two symmetric or asymmetric populations
• A computational method to compare spectral densities of independent periodically correlated time series
• A data-driven test to compare two or multiple time series
• Testing a time series for difference stationarity
• Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models
• Symmetrical and asymmetrical mixture autoregressive processes
• Testing the difference between two independent regression models
• Bounded area tests for comparing the dynamics between ARMA processes
• On the ratio of two independent skewnesses
• On comparing, classifying and clustering several dependent regression models
• Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models

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