FIG 5 - uploaded by Marc Hallin
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Empirical sizes (left, time-reversible models M0, M2, and M6a-c) and powers (right, timeirreversible models M1, M3, M4, M5, and M7a-c) as functions of n, of the tests for time-reversibility based on T (n,b,t)
Source publication
Frequency domain methods form a ubiquitous part of the statistical toolbox for time series analysis. In recent years, considerable interest has been given to the development of new spectral methodology and tools capturing dynamics in the entire joint distributions and thus avoiding the limitations of classical, $L^2$-based spectral methods. Most of...
