Testing time series data compatibility for benchmarking
Year of publication: |
2013
|
---|---|
Authors: | Quennevillle, Benoît ; Gagné, Christian |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 29.2013, 4, p. 754-766
|
Publisher: |
Elsevier |
Subject: | Autoregressive process | Chi-square distribution | Likelihood ratio test | Score test | Wald test |
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