The Comparison of Correlations in Time-Series
时间序列相关结构的比较
SUMMARY The problem considered is that of comparing two lengths of time-series to test whether their correlation structures are similar. It is pointed out that this may be usefully done only if assumptions are made concerning the type of correlation structure of each series. A test is given depending upon assumed values for a common correlation structure. This test is shown to be insensitive to errors in these assumed values.