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A test for a difference between spectral peak frequencies

✍ Scribed by J. Timmer; M. Lauk; W. Vach; C.H. Lücking

Book ID
104306849
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
137 KB
Volume
30
Category
Article
ISSN
0167-9473

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✦ Synopsis

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 distribution of the peak frequency di erence. We investigate the size and the power of the test in simulation studies and apply the new method to human tremor data.

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