Pages that link to "Item:Q1952249"

The following pages link to Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249):

Displaying 14 items.

• A randomness test for functional panels (Q311801) (← links)
• Bayesian change point detection for functional data (Q830722) (← links)
• Dependent functional data (Q1952694) (← links)
• Computation and application of generalized linear mixed model derivatives using \textit{lme4} (Q2088938) (← links)
• Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
• Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
• Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
• Asynchronous changepoint estimation for spatially correlated functional time series (Q6045990) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
• Two-sample and change-point inference for non-Euclidean valued time series (Q6200897) (← links)