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A Test for the Equivalence of k ARMA Models

Author

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  • Steece, Bert
  • Wood, Steven

Abstract

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Suggested Citation

  • Steece, Bert & Wood, Steven, 1985. "A Test for the Equivalence of k ARMA Models," Empirical Economics, Springer, vol. 1(1), pages 1-11.
    • Handle: RePEc:spr:empeco:v:1:y:1985:i:1:p:1-11
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    Cited by:

    1. Edoardo Otrano & Umberto Triacca, 2007. "Testing for Equal Predictability of Stationary ARMA Processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(9), pages 1091-1108.
    2. Otranto, Edoardo, 2008. "Clustering heteroskedastic time series by model-based procedures," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4685-4698, June.
    3. Edoardo Otranto & Massimo Mucciardi, 2019. "Clustering space-time series: FSTAR as a flexible STAR approach," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(1), pages 175-199, March.
    4. Otranto, Edoardo, 2010. "Identifying financial time series with similar dynamic conditional correlation," Computational Statistics & Data Analysis, Elsevier, vol. 54(1), pages 1-15, January.
    5. M. Mucciardi & E. Otranto, 2016. "A Flexible Specification of Space–Time AutoRegressive Models," Working Paper CRENoS 201608, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    6. E. Otranto & M. Mucciardi, 2017. "Clustering Space-Time Series: A Flexible STAR Approach," Working Paper CRENoS 201707, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.

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