This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 173
Type: Contributed
Date/Time: Monday, August 2, 2010 : 10:30 AM to 12:20 PM
Sponsor: Business and Economic Statistics Section
Abstract - #306658
Title: More on Arc Length Tests for Equivalent Autocovariances
Author(s): Oscar Ferebee Tunno*+ and Colin Gallagher and Robert Lund
Companies: Arkansas State University and Clemson University and Clemson University
Address: P.O. Box 70, State University, AR, 72467,
Keywords: arc length ; autocovariance ; ARMA

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.

The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2010 program

2010 JSM Online Program Home

For information, contact or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.