A Difference Estimator for Testing Equality of Variances for Paired Time Series

DOI10.1111/1467-9892.00092zbMath0906.62096OpenAlexW3124762684MaRDI QIDQ3838305

Bruce Cooil, Luke M. Froeb

Publication date: 9 August 1998

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

Full work available at URL: https://doi.org/10.1111/1467-9892.00092

zbMATH Keywords

variance estimatordifference estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Inference from stochastic processes and spectral analysis (62M15)

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