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.