Comparing spectral densities of stationary time series with unequal sample sizes
Statistics & Probability Letters(2013)
摘要
This paper deals with the comparison of stationary processes with unequal sample sizes. We provide a detailed theoretical framework on a test for equality of spectral densities in the bivariate case, after which the generalization of our approach to the m-dimensional case and to other statistical applications is straightforward.
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关键词
62M10,62M15,62G10
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