Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models

DOI10.1080/03610926.2018.1472776OpenAlexW2896462640WikidataQ129161161 ScholiaQ129161161MaRDI QIDQ5078113

Zakieh Avazzadeh, Mohammad Reza Mahmoudi, Mohammad Hossein Heydari

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1472776

zbMATH Keywords

comparisontime seriesdiscrete Fourier transformperiodically correlated processestest of hypothesis

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL ⋮ Prediction for the processes with almost cyclostationary structure ⋮ A computational technique to classify several fractional Brownian motion processes ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ On kurtoses of two symmetric or asymmetric populations

Uses Software

• partsm

Cites Work

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