Comparing Spectral Densities of Several Almost Cyclostationary Processes

EasyChair Preprint no. 7772

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:7772,
  author = {Mohammad Reza Mahmoudi and Mohsen Maleki and Kirill Borodin and Kim-Hung Pho and Dumitru Baleanu},
  title = {Comparing Spectral Densities of Several Almost Cyclostationary Processes},
  howpublished = {EasyChair Preprint no. 7772},

  year = {EasyChair, 2022}}