Testing equality of stationary autocovariances

DOI10.1111/j.1467-9892.2009.00616.xzbMath1224.62064OpenAlexW2150709825MaRDI QIDQ3077653

Brani Vidakovic, Hany Bassily, Robert B. Lund

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00616.x

zbMATH Keywords

time seriesperiodogramspectral densityautocorrelation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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Uses Software

• SLEX

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