A simple nonparametric test for the equality of autocorrelation structures of two stochastic processes, with application to experimental data
Year of publication: |
1997
|
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Authors: | Pudney, Stephen E. ; Deadman, Derek F. ; Clark, F. |
Publisher: |
Leicester : Univ., Dep. of Economics, Fac. of Social Sciences |
Subject: | Experiment | Theorie | Theory | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Autokorrelation | Autocorrelation |
Extent: | 17 S graph. Darst |
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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 |
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