Abstract
Spectra and coherences are standard measures of association within and between time series. These measures have several advantages over their time-domain counterparts, not the least of which is the ability to derive and estimate confidence intervals. However, comparing spectra and coherences between two groups of observation is a problem that has not received much attention. This problem is important in neuroscience since it is often of great interest to determine whether the estimates differ between distinct experimental/behavioral conditions. Here we propose one approach to this problem. Based on the known distributional properties of spectral and coherence estimates, we derive a test for equality of two spectral or coherence estimates. The test is applicable to unequal sample sizes. We also derive jackknifed estimates of the variance of the proposed test statistic. We suggest that comparing the estimates obtained from the jackknife procedure with the theoretical estimates provides a robust means of determining whether the data in question shows non-Gaussian or non-stationary behavior. Finally, we present applications of the method to simulated and real data
