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

Abstract

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.

Keywords

• Spectral density
• Periodogram
• Discrete Fourier transform
• Almost cyclostationary
• Asymptotic distribution
• Comparison