Testing for Equality of an Increasing Number of Spectral Density Functions

DOI10.1007/978-1-4939-0569-0_13zbMath1419.62261OpenAlexW1578890739MaRDI QIDQ2787366

Pedro C. L. Souza, Javier Hidalgo

Publication date: 25 February 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0569-0_13

zbMATH Keywords

testinghigh-dimensional datacanonical decompositionspectral density function

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• Linear Regression Limit Theory for Nonstationary Panel Data
• Testing for Parallelism Among Trends in Multiple Time Series
• Nonparametric Comparison of Cumulative Periodograms
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