bootspecdens-package: 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.
References
Dette,H. and Paparoditis,E. (2007) Testing Equality Of Spectral Densities.