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Journal of Statistical Computation and Simulation Volume 82, 2012 - Issue 12
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Original Articles

Arc length tests for equivalent autocovariances

Ferebee Tunno Department of Mathematics and Statistics, Arkansas State University, PO Box 70, Jonesboro, AR, 72467, USACorrespondence[email protected]
,
Colin Gallagher Department of Mathematical Sciences, Clemson University, PO Box 340975, Clemson, SC, 29634-0975, USA
&
Robert Lund Department of Mathematical Sciences, Clemson University, PO Box 340975, Clemson, SC, 29634-0975, USA
Pages 1799-1812 | Received 17 Apr 2011, Accepted 06 Jun 2011, Published online: 18 Jul 2011

Citations (5)

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Read on this site (4)

Ferebee Tunno & Latia Carraway. (2022) Bounded area as a measure of volatility for financial time series. Communications in Statistics: Case Studies, Data Analysis and Applications 8:2, pages 251-263.
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Ferebee Tunno & Miranda Perry. (2022) Signal discrimination without denoising. Communications in Statistics - Simulation and Computation 51:2, pages 626-646.
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Tharanga Wickramarachchi & Ferebee Tunno. (2015) Using arc length to cluster financial time series according to risk. Communications in Statistics: Case Studies, Data Analysis and Applications 1:4, pages 217-225.
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Ferebee Tunno. (2015) Bounded Area Tests For Comparing The Dynamics Between ARMA Processes. Communications in Statistics - Theory and Methods 44:18, pages 3921-3941.
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Articles from other publishers (1)

Daniel Cirkovic & Thomas J. Fisher. (2021) On testing for the equality of autocovariance in time series. Environmetrics 32:7.
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