bootspecdens-package: Testing Equality of Spectral Densities

Description Details Author(s) References

Description

Bootsrap for testing the hypothesis that the spectral densities of a number m, m>=2, not necessarily independent time series are equal. The returned value is "equal spectral densities" for equal spectral densities respectively "not equal spectral densities" for different spectral densities.

Details

Package: bootspecdens
Type: Package
Version: 1.0
Date: 2009-01-11
License: GPL (>=2)

The package includes the function specdens. This function test with a bootstrap the hypothesis that the spectral densities of a number m, m>=2, not necessarily independent time series are equal.

Author(s)

Tatjana Kinsvater [email protected]

Maintainer: Tatjana Kinsvater <[email protected]>

References

Dette,H. and Paparoditis,E. (2007) Testing Equality Of Spectral Densities.


bootspecdens documentation built on May 29, 2017, 4:24 p.m.