Description Details Author(s) References

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.

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.

Tatjana Kinsvater [email protected]

Maintainer: Tatjana Kinsvater <[email protected]>

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

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

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