Testing the equality of several independent stationary and non-stationary time series models with fractional Brownian motion errors

Testing the equality of several independent stationary and non-stationary time series models with fractional Brownian motion errors

This work is devoted to apply the parametric and nonparametric techniques to construct test of hypothesis about the equality of the probabilistic behaviors of several time series models with fractional Brownian motion errors fitted on several independent datasets. The accuracy and power of the intro...

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Bibliographic Details
Main Authors: Mohammad Reza Mahmoudi, Dumitru Baleanu, Sultan Noman Qasem, Amirhosein Mosavi, Shahab S. Band
Format: Article
Language:English
Published: Elsevier 2021-02-01
Series:Alexandria Engineering Journal
Subjects:
Fractional Brownian motion
Friedman test
Repeated measures
Simulation
Simultaneous inference
Test of hypothesis
Online Access:http://www.sciencedirect.com/science/article/pii/S1110016820306074

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http://www.sciencedirect.com/science/article/pii/S1110016820306074

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