Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic

DOI10.1111/jtsa.12299zbMath1401.62183OpenAlexW2796218489MaRDI QIDQ4684335

Shibin Zhang, Xinming Tu

Publication date: 28 September 2018

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

Full work available at URL: https://doi.org/10.1111/jtsa.12299

zbMATH Keywords

goodness-of-fit testsperiodogramspectral densityPearson statisticlocally stationary time seriesship vibration

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (5)

A spectral domain test of isotropic properties for irregularly spaced spatial data ⋮ Nonparametric Bayesian inference for the spectral density based on irregularly spaced data ⋮ Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic ⋮ Robust tests for time series comparison based on Laplace periodograms ⋮ A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics

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