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The Comparison of Two or More Stationary Time Series
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posted on 2017-06-07, 04:32 authored by Maharaj, AnnIn this paper we propose a test statistic to compare two or more stationary time series that are not necessarily independent The test is based on the difference between estimated parameters of the autoregressive models that are fitted to the series.
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1997Series
Department of Econometrics and Business Statistics.Usage metrics
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