Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods (Q4604004)
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scientific article; zbMATH DE number 6843107
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| English | Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods |
scientific article; zbMATH DE number 6843107 |
Statements
Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (English)
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23 February 2018
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linear processes
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periodogram
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spectral density
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Haar wavelets
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wavelet method
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0.9458662867546082
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0.8306739926338196
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0.8163470029830933
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0.8159813284873962
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0.8028642535209656
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