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bootspecdens (version 3.0)

Testing equality of spectral densities

Description

Bootstrap for testing the hypothesis that the spectral densities of a number m, m>=2, not necessarily independent time series are equal

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Version

Install

install.packages('bootspecdens')

Monthly Downloads

18

Version

3.0

License

GPL (>= 2)

Maintainer

Tatjana Kinsvater

Last Published

October 29th, 2012

Functions in bootspecdens (3.0)

specdens

Bootstrap for testing equality of spectral densities
bootspecdens-package

Testing Equality of Spectral Densities