dc.contributor.author |
Alonso Fernández, Andrés Modesto
|
dc.contributor.author |
Maharaj, Elizabeth Ann |
dc.date.accessioned |
2006-11-09T10:56:57Z |
dc.date.available |
2006-11-09T10:56:57Z |
dc.date.issued |
2005-02 |
dc.identifier.uri |
http://hdl.handle.net/10016/222 |
dc.description.abstract |
In this paper we propose a procedure based on the subsampling techniques for the comparison of stationary time series that are not necessarily independent. We study a test based on the Euclidean distance between the autocorrelation functions of two series. Consistency of the proposed method is established. We present a Monte Carlo study with the size and the power of the proposed test. |
dc.format.extent |
595241 bytes |
dc.format.mimetype |
application/pdf |
dc.language.iso |
eng |
dc.relation.ispartofseries |
UC3M Working Papers. Statistics and Econometrics |
dc.relation.ispartofseries |
2005-02 |
dc.title |
On the comparison of time series using subsampling |
dc.type |
workingPaper |
dc.subject.eciencia |
Estadística |
dc.rights.accessRights |
openAccess |
dc.identifier.repec |
ws050702 |