Pages that link to "Item:Q1109413"

The following pages link to Empirical spectral processes and their applications to time series analysis (Q1109413):

Displaying 24 items.

• Quantile spectral processes: asymptotic analysis and inference (Q282565) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Empirical spectral processes for locally stationary time series (Q605845) (← links)
• Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284) (← links)
• Spectra of bivariate \(\mathrm{VAR}(p)\) models (Q861224) (← links)
• Locally adaptive estimation of evolutionary wavelet spectra (Q939667) (← links)
• Convergence rates of posterior distributions for non iid observations (Q997377) (← links)
• Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function (Q1174048) (← links)
• Minimum volume sets and generalized quantile processes (Q1275932) (← links)
• Uniform convergence of the empirical spectral distribution function (Q1275954) (← links)
• The integrated periodogram for long-memory processes with finite or infinite variance (Q1382496) (← links)
• The periodogram at the Fourier frequencies (Q1411876) (← links)
• Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes (Q1568265) (← links)
• Densities, spectral densities and modality. (Q1879931) (← links)
• Whittle estimation based on the extremal spectral density of a heavy-tailed random field (Q2105071) (← links)
• Empirical spectral processes for stationary state space models (Q2105074) (← links)
• The integrated copula spectrum (Q2112830) (← links)
• Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
• Consistency of the frequency domain bootstrap for differentiable functionals (Q2219221) (← links)
• The integrated periodogram of a dependent extremal event sequence (Q2347460) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)