Testing equality of stationary autocovariances

By Robert B. Lund, Hany Bassily, B. Vidakovic. 2009

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Global and Planetary Change

View Paper: https://www.semanticscholar.org/paper/79782e0be427f6746a901384130d0dba41ffcec6