10.4225/03/593611e0bb568
Maharaj, E. A.
E. A.
Maharaj
Singh, N.
N.
Singh
Inder, Brett A.
Brett A.
Inder
"Homogeneity of Variance Test" For the Comparison of Two or More Spectra
Monash University
2017
monash:6912
1959.1/36035
1995
2017-06-06 02:22:23
Journal contribution
https://bridges.monash.edu/articles/journal_contribution/_Homogeneity_of_Variance_Test_For_the_Comparison_of_Two_or_More_Spectra/5080840
Let {Zjt : j = 1,2...k, t = 0 ±1, ±2,.......} be k independent stationary processes, with spectral density functions Szj(w) ,j = 1.2....k. In many real world situations there is a need to compare two or more spectra. Tests to compare spectra already exist in the literature. In this paper we propose a test, based on Bartlett's modification of the likelihood ratio criterion, for comparing two or more spectra. Simulation studies show that for k=2 this test is comparable and in some cases better than exiting test procedures. The performance of this test for k=3 is also assessed.