A test for a difference between spectral
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J. Timmer; M. Lauk; W. Vach; C.H. LΓΌcking
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Article
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1999
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Elsevier Science
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English
β 137 KB
A procedure which allows to test the hypothesis that the spectral peak frequencies of two independent stochastic processes are equal is proposed. The method is based on drawing new realizations of the periodograms from the two estimated spectra in order to reestimate the spectra and to obtain the di