A note on using periodogram-based distances for comparing spectral densities

DOI10.1016/j.spl.2011.09.014zbMath1229.62130OpenAlexW2004346232MaRDI QIDQ654494

Carsten Jentsch, Markus Pauly

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.014

zbMATH Keywords

nonparametric tests

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)

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