A test for a difference between spectral peak frequencies.
DOI10.1016/S0167-9473(98)00106-6zbMATH Open1042.62512OpenAlexW2018650939WikidataQ58434149 ScholiaQ58434149MaRDI QIDQ1285482FDOQ1285482
Authors: M. Lauk, C.-H. Lücking, J. Timmer, Werner Vach 
Publication date: 28 April 1999
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(98)00106-6
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Cites Work
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- Time series: theory and methods
- Block length selection in the bootstrap for time series
- On blocking rules for the bootstrap with dependent data
- On bootstrapping kernel spectral estimates
- A frequency domain bootstrap for ratio statistics in time series analysis
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- LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
- Confidence Regions for Spectral Peak Frequencies
Cited In (14)
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
- A computational technique to classify several fractional Brownian motion processes
- Statistical Comparison of Band Spectral Powers: An Aid in Stochastical Analysis of Brain Electrical Activity. Part 2: Construction of Confidence Intervals of Spectral Band Power and their Application in EEG-Analysis
- Comparing non-stationary and irregularly spaced time series
- Comparison of time series using subsampling
- Cross-spectral analysis of tremor time series
- Comparison of non-stationary time series in the frequency domain
- Comparison of stationary time series using distribution-free methods
- A computational method to compare spectral densities of independent periodically correlated time series
- A semi-parametric approach for comparing the estimated spectra of two stationary point processes
- Pattern Recognition of Time Series using Wavelets
- A test to compare interval time series
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets
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