Buscar
Mostrando ítems 1-1 de 1
The Bootstrap for Testing the Equality of Two Multivariate Stochastic Processes with an Application to Financial Markets
(MDPI, 2022)
[Abstract] The problem of testing the equality of generating processes of two multivariate time series is addressed in this work. To this end, we construct two tests based on a distance measure between stochastic processes. ...