Alonso Fernández, Andrés ModestoMaharaj, Elizabeth Ann2006-11-092006-11-092005-02http://hdl.handle.net/10016/222In 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.595241 bytesapplication/pdfengworking paperEstadísticaopen accessws050702