Bounded Area Tests For Comparing The Dynamics Between ARMA Processes

DOI10.1080/03610926.2013.837184zbMath1327.62476OpenAlexW2328491106MaRDI QIDQ3458131

Ferebee Tunno

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.837184

zbMATH Keywords

ARMAautocovariancebounded area

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (1)

Signal discrimination without denoising

Cites Work

• A periodogram-based metric for time series classification
• Testing for changes in the covariance structure of linear processes
• Testing equality of stationary autocovariances
• Arc length tests for equivalent autocovariances

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