Test to compare two population logspectra

DOI10.1007/S00180-006-0253-ZMaRDI QIDQ880895zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 991833 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 1069602 (Why is no real title available?)
• Estimation of the Innovation Variance of a Stationary Time Series
• Estimation of the population spectrum with replicated time series.
• On bootstrapping kernel spectral estimates
• Some asymptotic theory for the bootstrap
• Spectral Analysis of Replicated Biomedical Time Series
• Spectral analysis with replicated time series

Cited in

(2)

• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
• scientific article; zbMATH DE number 2201191 (Why is no real title available?)

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