A data-driven test to compare two or multiple time series
type: Item
instance of: scholarly article
title: A data-driven test to compare two or multiple time series
zbMATH Open document ID: 1328.62508
author: Lei Jin
published in: Computational Statistics and Data Analysis
publication date: 2016-01-12T00:00:00Z
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62-07
zbMATH DE Number: 6528989
zbMATH Keywords: autocorrelation
zbMATH Keywords: data-driven
zbMATH Keywords: heavy-tailed
zbMATH Keywords: generalized score
zbMATH Keywords: tapered periodogram
zbMATH Keywords: stationary time series
zbMATH Keywords: vibration data
MaRDI profile type: Publication
full work available at URL: j.csda.2011.01.013
OpenAlex ID: W2071431296
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cites work: A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
DOI: 10.1016/J.CSDA.2011.01.013
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description: scientific article; zbMATH DE number 6528989