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 tatjana.kinsvater@rub.de

Maintainer: Tatjana Kinsvater <tatjana.kinsvater@rub.de>

References

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

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