TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES

DOI10.1111/j.1467-9892.1995.tb00228.xzbMath0813.62076OpenAlexW2139724711MaRDI QIDQ4328378

Theo Gasser, Jan Beran

Publication date: 8 June 1995

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00228.x

zbMATH Keywords

spectral densitiescross-spectrumconsistent estimationperiodogramstesting equality of variancesEEG datamodified \(z\) statisticpaired stationary Gaussian time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Parametric hypothesis testing (62F03) Inference from stochastic processes and spectral analysis (62M15)

Cites Work

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• A functional limit theorem for tapered empirical spectral functions
• Local linear regression smoothers and their minimax efficiencies
• A Flexible and Fast Method for Automatic Smoothing
• Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
• Nonparametric Comparison of Cumulative Periodograms

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