Nonparametric Comparison of Cumulative Periodograms

Keywords

Statistics, Nonparametric statistics, Mathematics, Econometrics

References

• Barnard's Monte Carlo Tests: How Many Simulations?F. H. C. Marriott — 1979
• A two-sample Anderson-Darling rank statisticA. N. Pettitt — 1976
• The pair chartDana Quade — 1973
• Confidence procedures for two-sample problemsPaul Switzer — 1976
• Plotting with confidence: Graphical comparisons of two populationsKjell A. Doksum, Gerald L. Sievers — 1976
• K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises TestsJ. Kiefer — 1959
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIESDavid Coates, Peter J. Diggle — 1986
• Spectral Analysis and Time SeriesDavid B. Preston — 1983
• An Efficient and Portable Pseudo‐Random Number GeneratorBrian Wichmann, I. D. Hill — 1982
• Generalized Linear ModelsPeter McCullagh — 1984
• Comparing Estimated Spectral Densities Using GLIMP. Diggle — 1985

Cited by

• Oscillations in joint synchrony of reproductive hormones in healthy men.Antonio Medina Guedes — 2011
• Strategic project evaluation for open pit mining ventures using real options and allied econometric techniquesLuis Alberto Martinez Tipe — 2010
• Comparison of time series using subsamplingAndrés M. Alonso, Elizabeth Ann Maharaj — 2005
• Two-sample comparisons for serially correlated dataModisane Seitshiro — 2006
• Wavelet‐Based Tests for Comparing Two Time Series with Unequal LengthsJonathan Decowski, Linyuan Li — 2015
• Homogeneity of Variance Test for the Comparison of Two or More SpectraElizabeth Ann Maharaj, Neha Singh, Brett Inder — 1995
• Semi-intrusive multivariable model invalidationLeonardo C. Kammer, Dimitry Gorinevsky, Guy A. Dumon — 2001
• Testing non‐parametric hypotheses for stationary processes by estimating minimal distancesHolger Dette, Tatjana Kinsvater, Mathias Vetter — 2011
• Testing equality of spectral densitiesHolger Dette, Efstathios Paparoditis — 2007
• Comparison of time series with unequal lengthJorge Caiado, Nuno Crato, Daniel Peña — 2007
• An interpolated periodogram-based metric for comparison of time series with unequal lengthsJorge Caiado, Nuno Crato, Daniel Peña — 2006
• Clustering of biological time series by cepstral coefficients based distancesAlexios G. C. Savvides, Vasilis J. Promponas, Konstantinos Fokianos — 2008
• Sequential Change-Point Detection Methods for Nonstationary Time SeriesHyunyoung Choi, Hernando Ombao, Bonnie K. Ray — 2008
• Testing equality of spectral densities using randomization techniquesCarsten Jentsch, Markus Pauly — 2015
• Comparing non-stationary and irregularly spaced time seriesGladys Elena Salcedo Echeverry, Rogério F. Porto, Pedro A. Morettin — 2012
• A note on using periodogram-based distances for comparing spectral densitiesCarsten Jentsch, Markus Pauly — 2012
• On nonparametric and semiparametric testing for multivariate linear time seriesYoshihiro Yajima, Yasumasa Matsuda — 2009
• Periodogram Analysis of Censored Time Series from a Designed ExperimentR. P. Littlejohn, James R. Webster — 2002
• Comparing spectral densities of stationary time series with unequal sample sizesPhilip Preuß, Thimo Hildebrandt — 2012
• Periodograms and Spectral Estimates for Rhythm DataAlan Girling — 1995

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