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Testing the equality of the spectral densities of several uncorrelated almost cyclostationary processes
Journal article   Open access  Peer reviewed

Testing the equality of the spectral densities of several uncorrelated almost cyclostationary processes

Rui Zhou, Mohammad Reza Mahmoudi, Sultan Noman Qasem Mohammed and Kim-Hung Pho
Alexandria engineering journal, Vol.59(5), pp.3545-3550
10/2020
DOI: https://doi.org/10.1016/j.aej.2020.05.038

Abstract

Almost cyclostationary Asymptotic distribution Comparison Discrete Fourier transform Periodogram Spectral density
In this work, a new approach to compare the spectral densities of several uncorrelated almost cyclostationary processes is proposed. The asymptotic distribution of the discrete Fourier transform is used to establish a powerful test statistic. The behavior of the introduced technique is examined in both simulation study and real data case. The results verify the suitability and applicability of the given approach.
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https://doi.org/10.1016/j.aej.2020.05.038View
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