TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
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Publication:3703147
DOI10.1111/j.1467-9892.1986.tb00482.xzbMath0581.62076OpenAlexW2126661201MaRDI QIDQ3703147
Publication date: 1986
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1986.tb00482.x
likelihood ratio testquadratic modelcomparing estimated spectral densitiesindependent time-serieslog spectral ratiolow order AR processesperiodogram-based testsrealizations of the same stationary process
Nonparametric hypothesis testing (62G10) Inference from stochastic processes and spectral analysis (62M15) Non-Markovian processes: hypothesis testing (62M07)
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