Files

Abstract

Let [Zjt: j = 1, 2...k, t = 0 ±1 , ±2 , ...... .] be k independent stationary processes, with spectral density functions Szj(w), j = 1.2....k In many real wend situations there is a need to compare two or more spectra. Tests to compare spectra already exist in the literature In this paper we propose a test, based on Bartlett's modification of the likelihood ratio criterion, for comparing two or more spectra. Simulation studies show that for k=2 this test is comparable and in some cases better than existing test procedures. The performance of this test for k=3 is also assessed.

Details

PDF

Statistics

from
to
Export
Download Full History