A Frequency‐Domain Test to Check Equality in Spectral Densities of Multiple Time Series With Unequal Lengths (Q4577086)
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scientific article; zbMATH DE number 6901892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Frequency‐Domain Test to Check Equality in Spectral Densities of Multiple Time Series With Unequal Lengths |
scientific article; zbMATH DE number 6901892 |
Statements
A Frequency‐Domain Test to Check Equality in Spectral Densities of Multiple Time Series With Unequal Lengths (English)
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11 July 2018
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autocovariance
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log periodogram
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local alternatives
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order selection
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spectral density
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time series
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