Testing equality of stationary autocovariances

Journal of Time Series Analysis

Volumn 30, Issue 3, 2009, Pages 332-348

  Lund, Robert ^a   Bassily, Hany ^a   Vidakovic, Brani ^b  

^a CLEMSON UNIVERSITY   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Multivariate series; Periodogram; Spectral density

Indexed keywords

EID: 65349170091     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2009.00616.x     Document Type: Article

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