Testing Equality of Spectral Densities
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.
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.
Tatjana Kinsvater email@example.com
Maintainer: Tatjana Kinsvater <firstname.lastname@example.org>
Dette,H. and Paparoditis,E. (2007) Testing Equality Of Spectral Densities.
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