DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS
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Publication:3830385
DOI10.1111/j.1467-9892.1988.tb00466.xzbMath0675.62065OpenAlexW2161754158MaRDI QIDQ3830385
Benedikt M. Pötscher, Erhard Reschenhofer
Publication date: 1988
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1988.tb00466.x
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A computational technique to classify several fractional Brownian motion processes ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ Comparing spectral densities of stationary time series with unequal sample sizes ⋮ A note on using periodogram-based distances for comparing spectral densities ⋮ A semi-parametric approach for comparing the estimated spectra of two stationary point processes ⋮ Disoominkfrcn between gaussian time series based on their spectral differences ⋮ Testing equality of spectral densities using randomization techniques
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