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Test to compare two population logspectra

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Summary

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.

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Authors and Affiliations

  1. Departmento de Informática y Sistemas, Universidad de Las Palmas de Gran Canaria, Spain

    Luengo I.

  2. Departamento de Matemáticas, Universidad de Las Palmas de Gran Canaria, Spain

    Hernández C. N. & Saavedra P.

Authors
  1. Luengo I.
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  2. Hernández C. N.
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  3. Saavedra P.
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Additional information

This paper has been partially funded by I+D research program ref. BFM2000-0517

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Luengo, I., Hernández, C.N. & Saavedra, P. Test to compare two population logspectra. Computational Statistics 21, 91–101 (2006). https://doi.org/10.1007/s00180-006-0253-z

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  • DOI: https://doi.org/10.1007/s00180-006-0253-z

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