Pages that link to "Item:Q3703147"
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The following pages link to TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (Q3703147):
Displayed 50 items.
- Testing the covariance function of stationary Gaussian random fields (Q419190) (← links)
- Spectrum-based comparison of stationary multivariate time series (Q607626) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Testing the difference between two independent time series models (Q724799) (← links)
- A data-driven test to compare two or multiple time series (Q901611) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets (Q1129894) (← links)
- State realization with exogenous variables -- a test on blast furnace data (Q1266646) (← links)
- Semi-intrusive multivariable model invalidation. (Q1410377) (← links)
- Comparison of non-stationary time series in the frequency domain (Q1606106) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Bispectral-based methods for clustering time series (Q1800079) (← links)
- Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- A fragmented-periodogram approach for clustering big data time series (Q2183658) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
- A test to compare interval time series (Q2237168) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Clustering of biological time series by cepstral coefficients based distances (Q2427375) (← links)
- A semi-parametric approach for comparing the estimated spectra of two stationary point processes (Q2479989) (← links)
- Detecting abrupt changes in a piecewise locally stationary time series (Q2482613) (← links)
- Testing for Equality of an Increasing Number of Spectral Density Functions (Q2787366) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284) (← links)
- Testing equality of stationary autocovariances (Q3077653) (← links)
- Testing for cycles in multiple time series (Q3103197) (← links)
- Comparison of Times Series with Unequal Length in the Frequency Domain (Q3625331) (← links)
- Disoominkfrcn between gaussian time series based on their spectral differences (Q4202676) (← links)
- Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)
- MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES (Q4684277) (← links)
- State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) (Q4862281) (← links)
- Tests for comparing time series of unequal lengths (Q4925447) (← links)
- Arc length tests for equivalent autocovariances (Q4925457) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean (Q5154098) (← links)
- Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths (Q5177971) (← links)
- On Fan's adaptive Neyman tests for comparing two spectral densities (Q5218889) (← links)
- A comparison of multivariate signal discrimination techniques (Q5220732) (← links)
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)
- Biological applications of time series frequency domain clustering (Q5397948) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)