Non-Parametric Methods for Periodogram Analysis: Test Function Interrelations and Properties
Volume 35 number 1 (2007)
- I. L. Andronov
- L. L. Chinarova
Abstract
Numerical comparison of nine modifications of the non-parametric methods for periodogram analysis is carried out. The correlations among the values of the mean, variance, asymmetry, and excess of the test functions are determined.