RT Generic
T1 On the comparison of time series using subsampling
A1 Alonso Fernández, Andrés Modesto
A1 Maharaj, Elizabeth Ann
AB 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.
YR 2005
FD 2005-02
LK https://hdl.handle.net/10016/222
UL https://hdl.handle.net/10016/222
LA eng
DS e-Archivo
RD 30 abr. 2024