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

zbMATH Keywords

Spectral analysisBootstrapHypothesis testingTremor

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 50118 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• scientific article; zbMATH DE number 274379 (Why is no real title available?)
• 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
• LOCALLY ADAPTIVE LAG-WINDOW SPECTRAL ESTIMATION
• On blocking rules for the bootstrap with dependent data
• On bootstrapping kernel spectral estimates
• Time series: theory and methods

Cited in

(14)

• USING WAVELETS TO COMPARE TIME SERIES PATTERNS
• Pattern recognition of time series using wavelets
• Comparing non-stationary and irregularly spaced time series
• A computational method to compare spectral densities of independent periodically correlated 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
• A semi-parametric approach for comparing the estimated spectra of two stationary point processes
• Comparison of stationary time series using distribution-free methods
• A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
• A test to compare interval time series
• 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
• A computational technique to classify several fractional Brownian motion processes
• The bootstrap for testing the equality of two multivariate time series with an application to financial markets

Describes a project that uses

Uses Software

• bootstrap
• boot

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