Testing the difference between two independent time series models

DOI10.1007/s40995-017-0288-8zbMath1392.62255OpenAlexW2279528417MaRDI QIDQ724799

Mohammad Reza Mahmoudi, Mohsen Maleki, Abbas Pak

Publication date: 26 July 2018

Published in: Iranian Journal of Science and Technology. Transaction A: Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40995-017-0288-8

zbMATH Keywords

simulationtime seriesasymptoticsimultaneous inferenceARMA processes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

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