Robust tests for time series comparison based on Laplace periodograms

DOI10.1016/J.CSDA.2021.107223MaRDI QIDQ2242001zbMATH OpenOpenAlexFDO

Authors Lei Jin

Publication date 9 November 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2021.107223

zbMATH Keywords

periodogramgeneralized scorevibration datazero-crossingLaplace spectralsemi-stationary

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 724468 (Why is no real title available?)
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• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Tables for Testing Randomness of Grouping in a Sequence of Alternatives
• Testing equality of spectral densities using randomization techniques
• Testing equality of stationary autocovariances
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• Tests for comparing time-invariant and time-varying spectra based on the Pearson statistic
• Time series. Data analysis and theory.
• Time series: theory and methods.
• USING WAVELETS TO COMPARE TIME SERIES PATTERNS
• Wavelet-based tests for comparing two time series with unequal lengths

Cited in

(2)

• Testing the constancy of the variance for time series with a trend
• Scalable Methods for Multiple Time Series Comparison in Second Order Dynamics

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