1. Department of Statistics, Faculty of Science, Fasa University, Moheb Blvd, Fasa, Fars, Iran;2. Institute of Mathematics, School of Mathematical Sciences, Nanjing Normal University, Nanjing, China
Abstract:
In this work, the asymptotic distribution for the discrete Fourier transform of periodically correlated (PC) processes is applied to test the equality of two PC time series. Then the performance of the proposed method is investigated through the Monte Carlo simulations.