Comparison of Times Series with Unequal Length in the Frequency Domain

DOI10.1080/03610910802562716zbMath1161.37348OpenAlexW2042714950MaRDI QIDQ3625331

Daniel Peña, Jorge Caiado, Nuno Crato

Publication date: 12 May 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802562716

zbMATH Keywords

time seriesautocorrelation functioncluster analysisspectral analysiszero-paddinginterpolated periodogramreduced periodogram

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series analysis of dynamical systems (37M10)

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Cites Work

• Are European business cycles close enough to be just one?
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Tests for Hurst effect
• Disoominkfrcn between gaussian time series based on their spectral differences
• Nonparametric Comparison of Cumulative Periodograms
• The behaviour of the sample autocorrelation function for an integrated moving average process
• Unnamed Item

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