bootspecdens-package: Testing Equality of Spectral Densities

In bootspecdens: Testing equality of spectral densities

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 [e-mail]

Maintainer: Tatjana Kinsvater <[e-mail]>

References

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

bootspecdens documentation built on May 2, 2019, 3:22 a.m.