Article ID Journal Published Year Pages File Type
10526696 Statistics & Probability Letters 2005 10 Pages PDF
Abstract
We derive a likelihood ratio test for the equality of two autocorrelation coefficients based on two independent multinormal samples. The critical value and the power analysis of the test are obtained through simulation.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Test for the equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated
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