A test of homogeneity for autoregressive processes | Zendy

Gómez Rafael Martínez Pedro | Zendy; Drouiche Karim | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Premium

A test of homogeneity for autoregressive processes

Author(s) -

Gómez Rafael Martínez Pedro,

Drouiche Karim

Publication year - 2002

Publication title -

international journal of adaptive control and signal processing

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.73

H-Index - 66

eISSN - 1099-1115

pISSN - 0890-6327

DOI - 10.1002/acs.697

Subject(s) - autoregressive model , star model , homogeneity (statistics) , mathematics , randomness , statistics , statistical hypothesis testing , econometrics , autoregressive integrated moving average , time series

In this paper, we introduce a new hypothesis test to determine whether or not two spectral densities are proportional. We deliberately limit our study to autoregressive processes and derive the asymptotic behaviour of the test. A test for autoregressive coefficient nullity or randomness is deduced. We derive asymptotic behaviour for these tests and show the usefulness of our test to detect speech in a noisy environment. Copyright © 2002 John Wiley & Sons, Ltd.

This content is not available in your region!

Continue researching here.

Having issues? You can contact us here

Accelerating Research