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 time-varying spectra. 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.

中文翻译：

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基于 Anderson-Darling 统计量比较时不变谱和时变谱的检验

基于两个单变量时间序列在不同频率点的周期图比，提出了两个测试来比较它们的光谱。一个是用于检验两个时不变光谱是否相等的 Anderson-Darling 类统计量。另一个是用于检验两个时变光谱是否相等的 Anderson-Darling 类统计量的最大值。这两个测试都适用于独立或相关的时间序列。几个模拟示例表明，所提出的统计数据优于同样基于周期图比率但由类 Pearson 统计数据构建的统计数据。