Testing Equality of Multiple Power Spectral Density Matrices

DOI10.1109/TSP.2018.2875884MaRDI QIDQ4622514zbMATH OpenOpenAlexWikidataFDO

Authors David M. Ramirez, Daniel M. Romero, Javier Vía, Roberto López-Valcarce, Ignacio Santamaría

Publication date 12 February 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2018.2875884

Mathematics Subject Classification ID

Toeplitz, Cauchy, and related matrices (15B05) Hypothesis testing in multivariate analysis (62H15) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(2)

• Testing equality of spectral densities using randomization techniques
• A Variance Equality Test for Two Correlated Complex Gaussian Variables With Application to Spectral Power Comparison

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