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  5. A new nonparametric test for checking the equality of the correlation structures of two time series

A new nonparametric test for checking the equality of the correlation structures of two time series

来源 :上海交通大学 | 被引量 : 0次 | 上传用户：qqww1234cc
【摘 要】
：
In this talk,we consider a nonparametric order selection test for checking the equality of two independent stationary time series in their correlation structures.The asymptotic distribution of the ord
【作 者】
：
Lei Jin Suojin Wang 
【机 构】
：
Department of Mathematics and Statistics,Texas A&M University,Corpus Christi,TX 78412,U.S.A.
【出 处】
：
上海交通大学
【发表日期】
：
2016年4期
【关键词】
：
Local alternative Order selection test Spectral density 
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　　In this talk,we consider a nonparametric order selection test for checking the equality of two independent stationary time series in their correlation structures.The asymptotic distribution of the order selection test statistic under the null hypothesis is obtained.For many existing tests,consistency against general alternative hypotheses has not been established.
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