Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152162 | Statistics & Probability Letters | 2013 | 10 Pages |
Abstract
This paper deals with the comparison of stationary processes with unequal sample sizes. We provide a detailed theoretical framework on a test for equality of spectral densities in the bivariate case, after which the generalization of our approach to the mm-dimensional case and to other statistical applications is straightforward.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Philip Preuß, Thimo Hildebrandt,