Reschenhofer, Erhard; Ploberger, Werner; Lehecka, Georg - In: Statistical Papers 55 (2014) 2, pp. 487-496
This paper extends an optimal frequency domain test for the detection of synchronous patterns in multiple time series to the case of fuzzy patterns, which are not confined to single frequencies or narrow frequency bands. Applying this extension to corn futures with different delivery dates, we...