Testing the equality of the laws of two strictly stationary processes
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DOI: 10.1007/s11203-022-09272-w
Abstract: In this paper we propose to generalize the recent works of [4] and [3] on the comparison of the marginal distributions of two strictly stationary processes. Our aim is to test the equality the whole… read more here.
Keywords: testing equality; strictly stationary; processes testing; stationary processes ... See more keywords