most citedTests for comparing time-invariant and time-varying spectra based on the Anderson-Darling statistic

3 citations · 3 across the 1 of their papers we have counts for

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1 paper

stat.ME2017★ 3 cited

Tests for comparing time-invariant and time-varying spectra based on the Anderson-Darling statistic

Shibin Zhang, Xin M. Tu

Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statist…