A new test for checking the equality of the correlation structures of two time series (Q2802913)

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scientific article; zbMATH DE number 6576623
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A new test for checking the equality of the correlation structures of two time series
scientific article; zbMATH DE number 6576623

    Statements

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    3 May 2016
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    autocorrelation
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    local alternative
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    order selection test
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    spectral density
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    A new test for checking the equality of the correlation structures of two time series (English)
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