Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/52418
Title: Test to compare two population logspectra
Authors: Luengo, I.
Hernández, C. N. 
Saavedra-Santana, Pedro 
UNESCO Clasification: 240401 Bioestadística
Keywords: Bootstrap
Mallows metric
Periodogram
Replicated Time Series
Spectral Estimate
Issue Date: 2006
Journal: Computational Statistics 
Abstract: The objective of this paper is to compare time series patterns generated over two populations. A random sample of objects is chosen from each population. On each object, a stationary process with an absolutely continuous spectral distribution is observed at the same times. We assume that the logarithm of the periodogram from each time series follows a model which involves the pattern of each population. A statistical test is proposed which will compare these patterns. The probability distribution of the test under the null hypothesis is approximated by the bootstrap. The consistency of the method is analyzed using the Mallows metric. A simulation study is also carried out.
URI: http://hdl.handle.net/10553/52418
ISSN: 0943-4062
DOI: 10.1007/s00180-006-0253-z
Source: Computational Statistics [ISSN 0943-4062], v. 21 (1), p. 91-101
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