A new method to compare the spectral densities of two independent periodically correlated time series
DOI10.1016/J.MATCOM.2018.12.008OpenAlexW2906628386MaRDI QIDQ1997541FDOQ1997541
Authors: Mohammad Reza Mahmoudi, Mohammad Hossein Heydari, 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
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Cited In (7)
- A computational technique to classify several fractional Brownian motion processes
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
- Prediction for the processes with almost cyclostationary structure
- On kurtoses of two symmetric or asymmetric populations
- A computational method to compare spectral densities of independent periodically correlated time series
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets
- Title not available (Why is that?)
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