Nonparametric functionals of spectral distributions and their applications to time series analysis

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There is a close analogy between empirical distributions of i.i.d. random variables and normalized spectral distributions of wide-sense stationary processes. Herein we make use of this analogy to develop nonparametric comparisons of two spectral distributions and nonparametric tests of stationarity versus change-point alternatives via spectral analysis of a time series.