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Testing equality of spectral densities

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  • Dette, Holger
  • Paroditis, Efstathios

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  • Dette, Holger & Paroditis, Efstathios, 2007. "Testing equality of spectral densities," Technical Reports 2007,29, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200729
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    References listed on IDEAS

    as
    1. Maharaj, Elizabeth Ann, 2002. "Comparison of non-stationary time series in the frequency domain," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 131-141, July.
    2. Kaizô I. BeltraTo & Peter Bloomfield, 1987. "Determining The Bandwidth Of A Kernel Spectrum Estimate," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(1), pages 21-38, January.
    3. Peter J. Diggle & Nicholas I. Fisher, 1991. "Nonparametric Comparison of Cumulative Periodograms," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(3), pages 423-434, November.
    4. Holger Dette & Ingrid Spreckelsen, 2003. "A Note on a Specification Test for Time Series Models Based on Spectral Density Estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(3), pages 481-491, September.
    5. Franke, J. & Hardle, W., 1990. "On bootstrapping kernel spectralestimates," LIDAM Discussion Papers CORE 1990058, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    Full references (including those not matched with items on IDEAS)

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