Testing for equality of an increasing number of spectral density functions

DOI10.1007/978-1-4939-0569-0_13MaRDI QIDQ2787366zbMATHOpenAlexFDO

Authors Pedro C. L. Souza, Javier Hidalgo

Publication date 25 February 2016

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-1-4939-0569-0_13

zbMATH Keywords

high-dimensional datatestingspectral density functioncanonical decomposition

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

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• ON STATIONARY PROCESSES IN THE PLANE
• Semiparametric comparison of regression curves
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Testing for Parallelism Among Trends in Multiple Time Series
• Testing for common trends in semi-parametric panel data models with fixed effects
• Testing for separability of spatial\,-\,temporal covariance functions
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Cited in

(4)

• Testing Equality of Multiple Power Spectral Density Matrices
• scientific article; zbMATH DE number 3857000 (Why is no real title available?)
• A general method for testing validity of one-particle spectral functions
• Testing equality of spectral densities using randomization techniques

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