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 tatjana.kinsvater@rub.de
Maintainer: Tatjana Kinsvater <tatjana.kinsvater@rub.de>
Dette,H. and Paparoditis,E. (2007) Testing Equality Of Spectral Densities.
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