Journal
STATISTICS & PROBABILITY LETTERS
Volume 82, Issue 1, Pages 158-164Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spl.2011.09.014
Keywords
Periodogram; Spectral density; Nonparametric tests
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Funding
- German Academic Exchange Service (DAAD)
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Motivated by a recent paper of Caiado et al. (2009), we investigate testing problems for spectral densities of time series with unequal sample sizes. We thereby focus on analyzing their mathematical properties and illustrate our results in a small simulation study. (C) 2011 Elsevier B.V. All rights reserved.
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