TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (Q3703147): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES |
scientific article |
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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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