This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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173
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Type:
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Contributed
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Date/Time:
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Monday, August 2, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #306658 |
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Title:
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More on Arc Length Tests for Equivalent Autocovariances
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Author(s):
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Oscar Ferebee Tunno*+ and Colin Gallagher and Robert Lund
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Companies:
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Arkansas State University and Clemson University and Clemson University
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Address:
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P.O. Box 70, State University, AR, 72467,
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Keywords:
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arc length ;
autocovariance ;
ARMA
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Abstract:
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This talk is a follow up to the original 2008 JSM talk on using arc length tests to discern whether or not two independent time series have the same autocovariance structure. TThe proposed test has since been shown to work for both non-stationary ARIMA(p,1,q) processes and stationary ARMA(p,q) processes.
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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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