Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153855 | Statistical Methodology | 2009 | 20 Pages |
Abstract
Diagnostics for testing the proximity and disparity of a model spectral density to the truth for time series data are formulated by considering a convenient measure of a spectral density’s departure from constancy. The method is illustrated through numerical experiments and several case studies.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Tucker McElroy, Scott Holan,