This paper discusses the problem of testing the equality of two nonparametric autoregressive functions against two-sided alternatives. The heteroscedastic error and stationary densities of the two independent strong mixing strictly stationary time series can be possibly different. The paper adapts the partial sum process idea used in the independent observations settings to construct the tests ...

-Vertical profiles of salinity S and beam attenuation coefficient c were obtained from the research platform R.P. Flip as it drifted across the North Pacific Subtropical Front (NPSF) during the Optical Dynamics Experiment (ODEX) in the autumn of 1982. Near-surface waters north of the NPSF have lower S and generally higher values of c compared with waters to the south. An anomaly in c is used to...