"The problem of testing for equality of autocorrelation coefficients of two populations in multivariate data when errors are autocorrelated is considered. We derive R\u00E9nyi statistics defined as divergences between unrestricted and restricted estimated joint probability density functions and we show that they are asymptotically chi-square distributed under the null hypothesis of interest. Monte Carlo simulation experiments are carried out to investigate the behavior of R\u00E9nyi statistics and to make comparisons with test statistics based on the approach of Bhandary [M. Bhandary, Test for equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated, Statistics & Probability Letters 73 (2005) 333 342] for the problem under consideration. R\u00E9nyi statistics showed to have significantly better behavior."@en . . . "P(1M0572), Z(AV0Z10750506), Z(MSM6840770039)" . "R\u00E9nyi statistics for testing equality of autocorrelation coefficients" . "Pardo, L." . "[E8BDB17503CD]" . "RIV/67985556:_____/09:00332408" . . . "13"^^ . . "Statistical Methodology" . "RIV/67985556:_____/09:00332408!RIV10-MSM-67985556" . "R\u00E9nyi statistics for testing equality of autocorrelation coefficients" . . "Hobza, Tom\u00E1\u0161" . "R\u00E9nyi statistics for testing equality of autocorrelation coefficients"@en . . "NL - Nizozemsko" . . . . "R\u00E9nyi statistics for testing equality of autocorrelation coefficients"@en . "338956" . "1"^^ . . "R\u00E9nyi divergence; Likelihood divergence statistics; Testing hypothesis; Autocorrelation coefficient"@en . "Morales, D." . . . "3"^^ . "The problem of testing for equality of autocorrelation coefficients of two populations in multivariate data when errors are autocorrelated is considered. We derive R\u00E9nyi statistics defined as divergences between unrestricted and restricted estimated joint probability density functions and we show that they are asymptotically chi-square distributed under the null hypothesis of interest. Monte Carlo simulation experiments are carried out to investigate the behavior of R\u00E9nyi statistics and to make comparisons with test statistics based on the approach of Bhandary [M. Bhandary, Test for equality of autocorrelation coefficients for two populations in multivariate data when the errors are autocorrelated, Statistics & Probability Letters 73 (2005) 333 342] for the problem under consideration. R\u00E9nyi statistics showed to have significantly better behavior." . . . . . "6" . "1572-3127" . . "4" . .