TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (Q3703147)
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scientific article; zbMATH DE number 3930184
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| English | TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES |
scientific article; zbMATH DE number 3930184 |
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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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0.8264098763465881
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0.8161036968231201
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0.812704861164093
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0.8041551113128662
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