Based on periodogram-ratios of two univariate time series at different frequency points, two tests are proposed for comparing their spectra. One is an Anderson-Darling-like statistic for testing the equality of two time-invariant spectra. The other is the maximum of Anderson-Darling-like statistics for testing the equality of two spectra no matter that they are time-invariant and time-varying. Both of two tests are applicable for independent or dependent time series. Several simulation examples show that the proposed statistics outperform those that are also based on periodogram-ratios but constructed by the Pearson-like statistics.
翻译：根据不同频率点两个单向时间序列的周期图比,提议进行两个测试以比较光谱,一个是测试两个时间性变化光谱等同的Anderson-Darling类统计数据,另一个是测试两个时间性变化光谱的Anderson-Darling类统计数据的最大值,以测试两个光谱的相等性,而不论它们是时间性变化和时间变化。两个测试都适用于独立或依附的时间序列。几个模拟实例显示,拟议的统计数据也比那些以时间性变化光谱为基础的、但由Pearson类统计数据构建的数据要好。
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