7.12 Show the ratio of the two smoothed spectra in (7.104) has the indicated F-distribution when f1()
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7.12 Show the ratio of the two smoothed spectra in (7.104) has the indicated F-distribution when f1(ω) = f2(ω). When the spectra are not equal, show the variable is proportional to an F-distribution, where the proportionality constant depends on the ratio of the spectra.
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Time Series Analysis And Its Applications With R Examples
ISBN: 9780387293172
2nd Edition
Authors: Robert H. Shumway, David S. Stoffer
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