A test for a difference between spectral peak frequencies.

DOI10.1016/S0167-9473(98)00106-6zbMath1042.62512OpenAlexW2018650939WikidataQ58434149 ScholiaQ58434149MaRDI QIDQ1285482

M. Lauk, C. H. Lücking, Jens 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

zbMATH Keywords

Hypothesis testingBootstrapSpectral analysisTremor

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Inference from stochastic processes and spectral analysis (62M15)

Related Items (12)

A computational technique to classify several fractional Brownian motion processes ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ Comparing non-stationary and irregularly spaced time series ⋮ The bootstrap for testing the equality of two multivariate time series with an application to financial markets ⋮ CROSS-SPECTRAL ANALYSIS OF TREMOR TIME SERIES ⋮ Comparison of stationary time series using distribution-free methods ⋮ Pattern Recognition of Time Series using Wavelets ⋮ A test to compare interval time series ⋮ USING WAVELETS TO COMPARE TIME SERIES PATTERNS ⋮ Comparison of time series using subsampling ⋮ A test for comparing two discrete stochastic dynamical systems under heteroskedasticity ⋮ Comparison of non-stationary time series in the frequency domain

Uses Software

• bootstrap
• bootlib

Cites Work

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• Time series: theory and methods
• On bootstrapping kernel spectral estimates
• A frequency domain bootstrap for ratio statistics in time series analysis
• Block length selection in the bootstrap for time series
• Confidence Regions for Spectral Peak Frequencies
• On blocking rules for the bootstrap with dependent data
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION

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