宠辱不惊淡看庭前花开花谢, 去留 ...分享 http://blog.sciencenet.cn/u/zhangshibin 专业: 概率论与数理统计 研究方向: 时空数据统计分析,包括随机过程统计、时间序列分析、空间统计、统计计算、贝叶斯统计等

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NW: Spectral comparison based on Anderson-Darling statistic

已有 773 次阅读 2021-11-26 17:36 |个人分类:学术成果|系统分类:论文交流

https://doi.org/10.1111/stan.12259


Tests for comparing time-invariant and time-varying spectra based on the Anderson-Darling statistic

Shibin Zhang,Xin M. Tu

First published: 23 November 2021

 

https://doi.org/10.1111/stan.12259


Abstract

Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statistic for testing the equality of two time-invariant spectra. The other is the maximum of Anderson-Darling-like statistics for testing the equality of two time-varying spectra. Both of two tests are applicable for independent or dependent time series. Several simulation examples show that the proposed statistics outperform those that are also based on periodogram-ratios but constructed by the Pearson-like statistics.

https://doi.org/10.1111/stan.12259




https://blog.sciencenet.cn/blog-116301-1314023.html

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