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Activity Number:
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221
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Type:
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Topic Contributed
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Date/Time:
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Tuesday, August 5, 2008 : 8:30 AM to 10:20 AM
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Sponsor:
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Business and Economics Statistics Section
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| Abstract - #300989 |
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Title:
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Arc Length Tests for Equality of Autocovariances
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Author(s):
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Ferebee Tunno*+
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Companies:
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Clemson University
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Address:
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, Anderson, SC, 29634,
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Keywords:
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arc length ; time series ; stationary ; autocovariance
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Abstract:
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This talk discusses the testing of equality of autocovariances for two independent stationary time series. Several methods have been proposed to accomplish this goal, and test statistics in the time and spectral domain have been devised and studied. In this talk, we take a new approach to the problem and assess autocovariance equality by comparing the sample arc-lengths from the two series.
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- The address information is for the authors that have a + after their name.
- Authors who are presenting talks have a * after their name.
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