Economics at your fingertips  

Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models

Mohammad Reza Mahmoudi, Mohammad Hossein Heydari and Zakieh Avazzadeh

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 9, 2320-2328

Abstract: In this work, the asymptotic distribution for the discrete Fourier transform of periodically correlated (PC) processes is applied to test the equality of two PC time series. Then the performance of the proposed method is investigated through the Monte Carlo simulations.

Date: 2019
References: Add references at CitEc
Citations: View citations in EconPapers (1) Track citations by RSS feed

Downloads: (external link) (text/html)
Access to full text is restricted to subscribers.

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:

Ordering information: This journal article can be ordered from

DOI: 10.1080/03610926.2018.1472776

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Page updated 2021-01-23
Handle: RePEc:taf:lstaxx:v:48:y:2019:i:9:p:2320-2328