Test to compare two population logspectra

DOI10.1007/S00180-006-0253-ZzbMATH Open1115.62098OpenAlexW2073663805MaRDI QIDQ880895FDOQ880895

Authors: N. E. Zubov 

Publication date: 29 May 2007

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-006-0253-z

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zbMATH Keywords

periodogrambootstrap principleMallows metric

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Non-Markovian processes: hypothesis testing (62M07) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Some asymptotic theory for the bootstrap
• On bootstrapping kernel spectral estimates
• Estimation of the population spectrum with replicated time series.
• Spectral Analysis of Replicated Biomedical Time Series
• Estimation of the Innovation Variance of a Stationary Time Series
• Title not available (Why is that?)
• Spectral analysis with replicated time series

Cited In (2)

• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• Title not available (Why is that?)

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