Pages that link to "Item:Q2930878"
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The following pages link to A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878):
Displayed 5 items.
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)