TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (Q3703147): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00482.x / rank | |||
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| Property / OpenAlex ID: W2126661201 / rank | |||
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| Property / cites work: Q4124142 / rank | |||
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| Property / cites work: Q5526518 / rank | |||
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| Property / cites work: Q3247497 / rank | |||
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| Property / cites work: General Considerations in the Analysis of Spectra / rank | |||
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| Property / cites work: Q5554026 / rank | |||
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Latest revision as of 10:00, 17 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES |
scientific article |
Statements
TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (English)
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1986
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comparing estimated spectral densities
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periodogram-based tests
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independent time-series
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realizations of the same stationary process
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likelihood ratio test
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quadratic model
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log spectral ratio
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low order AR processes
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