Modeling and Evaluation of the Equality of Spectral Densities for Several Independent Almost Cyclostationary Time Series

EasyChair Preprint no. 7776

Abstract

In time series analysis, comparing spectral densities of several processes with almost periodic spectra is an interested problem. The aim of this paper is to give an approach to test the equality among spectral densities of several independent almost periodically correlated (cyclostationary) processes. This approach is based on the limiting distribution for the periodogram and the discrete Fourier transform. The simulation results indicate that the approach well acts.

Keyphrases: Almost cyclostationary processes, Almost periodically correlated processes, spectral density

@Booklet{EasyChair:7776,
  author = {Rui Zhou and Mohammad Reza Mahmoudi and Sultan Noman Qasem and Kim-Hung Pho},
  title = {Modeling and Evaluation of the Equality of Spectral Densities for Several Independent Almost Cyclostationary Time Series},
  howpublished = {EasyChair Preprint no. 7776},

  year = {EasyChair, 2022}}