A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s12591-011-0085-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2080383435
@@ Property / OpenAlex ID: W2080383435 / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
+Normal rank
@@ Property / cites work @@
+Large-sample tests of homogeneity for time series models
+Normal rank
@@ Property / cites work @@
+Q4836494
@@ Property / cites work: Q4836494 / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet shrinkage for nonequispaced samples
@@ Property / cites work: Wavelet shrinkage for nonequispaced samples / rank @@
+Normal rank
@@ Property / cites work @@
+Time-domain estimation of time-varying linear systems
+Normal rank
@@ Property / cites work @@
+Q4002793
@@ Property / cites work: Q4002793 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear wavelet estimation of time-varying autoregressive processes
+Normal rank
@@ Property / cites work @@
+Ten Lectures on Wavelets
@@ Property / cites work: Ten Lectures on Wavelets / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric Comparison of Cumulative Periodograms
+Normal rank
@@ Property / cites work @@
+Large sample properties of parameter least squares estimates for time‐varying arma models
+Normal rank
@@ Property / cites work @@
+A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes
+Normal rank
@@ Property / cites work @@
+Q4381612
@@ Property / cites work: Q4381612 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2707651
@@ Property / cites work: Q2707651 / rank @@
+Normal rank
@@ Property / cites work @@
+Clusters of time series
@@ Property / cites work: Clusters of time series / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of non-stationary time series in the frequency domain
+Normal rank
@@ Property / cites work @@
+USING WAVELETS TO COMPARE TIME SERIES PATTERNS
@@ Property / cites work: USING WAVELETS TO COMPARE TIME SERIES PATTERNS / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic Linear Models with R
@@ Property / cites work: Dynamic Linear Models with R / rank @@
+Normal rank
@@ Property / cites work @@
+Inference in Autoregression under Heteroskedasticity
+Normal rank
@@ Property / cites work @@
+COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
+Normal rank
@@ Property / cites work @@
+Wavelet based time-varying vector autoregressive modelling
+Normal rank
@@ Property / cites work @@
+A test for a difference between spectral peak frequencies.
+Normal rank