Rényi statistics for testing equality of autocorrelation coefficients

DOI10.1016/j.stamet.2009.03.001zbMath1463.62169OpenAlexW2093151877MaRDI QIDQ537378

Tomáš Hobza, Domingo Morales, Leandro Pardo

Publication date: 20 May 2011

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2009.03.001

zbMATH Keywords

Rényi divergenceautocorrelation coefficienttesting hypothesislikelihood divergence statisticsnormal multivariate distribution

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

Related Items (4)

Fault-Tolerant Fusion Using α-Rényi Divergence for Autonomous Vehicle Localization ⋮ Divergence-based tests of homogeneity for spatial data ⋮ Rényi entropy rate for Gaussian processes ⋮ Unnamed Item

Uses Software

• BRENT

Cites Work

• Goodness-of-fit statistics for discrete multivariate data
• Theory of statistical inference and information. Transl. from the Slovak by the author
• On the applications of divergence type measures in testing statistical hypotheses
• Some new statistics for testing hypotheses in parametric models
• Matching moments for a closer approximation of the weighted \((h,\phi)\)-divergence test statistics in goodness-of-fit for finite samples
• Asymptotic behaviour and statistical applications of divergence measures in multinomial populations: A unified study
• Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
• On a measure of lack of fit in time series models
• Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables
• Rényi Statistics in Directed Families of Exponential Experiments*
• Likelihood Divergence Statistics for Testing Hypotheses in Familial Data
• Testing autocorrelation in a system perspective testing autocorrelation
• Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
• TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II
• Bootstrap tests for autocorrelation.
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Rényi statistics for testing equality of autocorrelation coefficients