A computational technique to classify several fractional Brownian motion processes (Q2145498): Difference between revisions

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+TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
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+DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS
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+A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
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+Nonparametric Comparison of Cumulative Periodograms
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+Disoominkfrcn between gaussian time series based on their spectral differences
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+A significance test for classifying arma models
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+Spectral Analysis of Replicated Biomedical Time Series
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+Discrimination and Clustering for Multivariate Time Series
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+A test for a difference between spectral peak frequencies.
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+Clusters of time series
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+Comparison of non-stationary time series in the frequency domain
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+Forecasting time series with sieve bootstrap
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+On sieve bootstrap prediction intervals.
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+Clustering financial time series: an application to mutual funds style analysis
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+Time series clustering based on forecast densities
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+A periodogram-based metric for time series classification
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+Testing nonparametric and semiparametric hypotheses in vector stationary processes
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+Comparison of Times Series with Unequal Length in the Frequency Domain
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+Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities
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+Testing non-parametric hypotheses for stationary processes by estimating minimal distances
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+A note on testing hypotheses for stationary processes in the frequency domain
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+A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
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+A note on using periodogram-based distances for comparing spectral densities
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+Comparing non-stationary and irregularly spaced time series
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+Testing equality of spectral densities using randomization techniques
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+Testing the difference between two independent time series models
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+Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
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+A new method to compare the spectral densities of two independent periodically correlated time series
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+Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion
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+Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion
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+Use of fuzzy clustering technique and matrices to classify amino acids and its impact to Chou's pseudo amino acid composition
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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