A new method to compare the spectral densities of two independent periodically correlated time series

DOI10.1016/j.matcom.2018.12.008OpenAlexW2906628386MaRDI QIDQ1997541

Mohammad Hossein Heydari, Mohammad Reza Mahmoudi, Reza Roohi

Publication date: 2 March 2021

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2018.12.008

zbMATH Keywords

comparisontime seriesdiscrete Fourier transformspectral analysisperiodically correlated processes

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx) Probability theory and stochastic processes (60-XX)

Related Items (5)

Prediction for the processes with almost cyclostationary structure ⋮ A computational technique to classify several fractional Brownian motion processes ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ On kurtoses of two symmetric or asymmetric populations ⋮ The bootstrap for testing the equality of two multivariate time series with an application to financial markets

Uses Software

• partsm

Cites Work

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