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Journal of Statistical Computation and Simulation Volume 54, 1996 - Issue 4
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Original Articles

A significance test for classifying arma models

Elizabeth Ann Maharaj Department of Econometrics, Monash University, P.O. Box 197, Victoria, 3145, Australia
Pages 305-331 | Received 14 Jun 1995, Published online: 20 Mar 2007

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João A. Bastos & Jorge Caiado. (2014) Clustering financial time series with variance ratio statistics. Quantitative Finance 14:12, pages 2121-2133.
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Jorge Caiado, Nuno Crato & Daniel Peña. (2012) Tests for comparing time series of unequal lengths. Journal of Statistical Computation and Simulation 82:12, pages 1715-1725.
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José A. Vilar & Sonia Pértega. (2004) Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach. Journal of Nonparametric Statistics 16:3-4, pages 443-462.
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PIERPAOLO D'URSO. (2011) FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 12:03, pages 287-326.
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Pierpaolo D’Urso. (2000) Dissimilarity measures for time trajectories. Journal of the Italian Statistical Society 9:1-3, pages 53-83.
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Elizabeth Ann Maharaj. 2000. COMPSTAT. COMPSTAT 349 354 .

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