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2022•Unpublished venueOpen access

On Comparing Spectral Densities of Several Almost Cyclostationary Processes

Mohammad Reza Mahmoudi, Mohsen Maleki, Kirill I. Borodin, Kim-Hung Pho, Dumitru Bǎleanu

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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.

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What this paper is about

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.

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Available 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.

Key concepts: Cyclostationary process, Periodogram, Statistical physics, Limiting, Series (stratigraphy), Spectral density, Fourier transform, Spectral analysis

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