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- W2007250098 abstract "A closed form expression for the distribution of a test statistic for comparing the spectral densities of stationary processes is given. This test statistic was introduced by COATES and DIGGLE ( 1986 ) for the unreplicated case and has been extended to the case of replicated observations by POTSCHER and RESCHENHOFER ( 1988 ). A simple method for computing approximate critical values in case of large numbers of replications is also provided. As a by-product an explicit expression for the distribution function of the range of independent variates each distributed as the logarithm of an F-variate i.e up to a factor of 2 each followin Fishers z-distriution is obtained" @default.
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- W2007250098 date "1989-01-01" @default.
- W2007250098 modified "2023-09-26" @default.
- W2007250098 title "Distribution of the coates-diggle test statistic in case of replicated observations" @default.
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- W2007250098 doi "https://doi.org/10.1080/02331888908802190" @default.
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