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Non-Parametric Methods for Periodogram Analysis: Test Function Interrelations and Properties

Volume 35 number 1 (2007)

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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.