Comparison of non-stationary time series in the frequency domain

Computational Statistics and Data Analysis

Volumn 40, Issue 1, 2002, Pages 131-141

  Maharaj, Elizabeth Ann ^a  

^a MONASH UNIVERSITY   (Australia)

Author keywords

Evolutionary spectra; Lag window; Randomization tests; Time window

Indexed keywords

COMPUTER SIMULATION; TIME SERIES ANALYSIS;

FREQUENCY DOMAIN;

COMPUTATIONAL METHODS;

TIME SERIES ANALYSIS;

EID: 0037189758     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(01)00100-1     Document Type: Article

References (13)

1. Large-sample tests of homogeneity for time series models
2. Test for comparing two estimated spectral densities
3. LPC distance measures and statistical and statistical tests with particular reference to likelihood ratio
4. Nonparametric comparison of cumulative periodograms
5. A non-parametric test for the parallelism of two first-order autoregressive processes
6. General considerations in the analysis of spectra
7. Clusters of time series
8. Evolutionary spectra and non-stationary processes
9. Design relations for non-stationary processes
10. Discriminant analysis for time series
11. The comparison of two spectral density functions using the bootstrap
12. A test for a difference between spectral peak frequencies