document: Comparison of non-stationary time series in the frequency domain In this paper we compare two nonstationary time series using nonparametric procedures . Evolutionary spectra are estimated for the two series . Randomization tests are performed on groups of spectral estimates for both related and independent time series . Simulation studies show that in certain cases the tests perform reasonably well . The tests are applied to observed geological and financial time series
doc_bio_tags: O O B I I O O O O O O O O O O B I I O B I O O O O O O O O O O B I O O O O O B I O O O O B I I O B O O O O O O O O O O O O O O O O O O O O B I I
extractive_keyphrases: nonstationary time series nonparametric procedures randomization tests spectral estimates independent time series simulation financial time series
abstractive_keyphrases: evolutionary spectra estimation related time series lag window time window geological time series