An L2 -test for comparing spatial spectral densities

Rosa M. Crujeiras, Rubén Fernández-Casal and Wenceslao González-Manteiga

Statistics & Probability Letters, 2008, vol. 78, issue 15, 2543-2551

Abstract: We consider Z1 and Z2 second-order stationary spatial processes. Our goal is to test whether the dependence structure is the same for both processes, that is, H0:f1=f2, where each fl denotes the spectral density of each observed process, for l=1,2. We study the asymptotic distribution for a Cramer-von-Mises type test statistic, under H0 and under local alternatives. A simulation study showing the performance of the test is also provided.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00168-5
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:78:y:2008:i:15:p:2543-2551

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().