DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS

Benedikt Pötscher and E. Reschenhofer

Journal of Time Series Analysis, 1988, vol. 9, issue 3, 221-224

Abstract: Abstract. Coates and Diggle (1986) introduced a test procedure for the comparison of the spectral densities of two stationary processes. We extend this test to a situation in which replicated observations are available for each process.

Date: 1988
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