A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
S. E. Pudney; D. F. Deadman; F. Clark
| Year of publication: |
1997
|
|---|---|
| Authors: | Pudney, Stephen E. ; Deadman, Derek F. ; Clark, F. |
| Publisher: |
Leicester : Univ., Dep. of Economics, Fac. of Social Sciences |
| Subject: | Theorie | Theory | Experiment | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 17 S graph. Darst |
|---|---|
| Series: | Discussion papers in economics. - Leicester, ISSN 1363-819X, ZDB-ID 2199792-5. - Vol. 97,7 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000654971