References
- Berkes, E., Gombay, E., Horváth, L. (2009). Testing for changes in the covariance structure of linear processes. J. Statist. Plann. Infere. 139:2044–2063.
- Brockwell, P.J., Davis, R.A. (2006). Time Series: Theory and Methods. 2nd ed. New York: Springer.
- Caiado, J., Crato, N., Peña, D. (2006) A periodogram-based metric for time series classification. Computat. Statist. Data Anal. 50:2668–2684.
- Lund, R., Bassily, H., Vidakovic, B. (2009). Testing equality of stationary autocovariances. J. Time Ser. Anal. 30:332–348.
- Tunno, F., Gallagher, C., Lund, R. (2012) Arc length tests for equivalent autocovariances. J. Statist. Computat. Simul. 82:1799–1812.
- Wu, W.B. (2002) Central limit theorems for functionals of linear processes and their applications. Statistica Sinica 12:635–649.