  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 spectra no matter that they are time-invariant and
time-varying. 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.
