Pages that link to "Item:Q1997541"
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The following pages link to A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541):
Displaying 5 items.
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- On kurtoses of two symmetric or asymmetric populations (Q2656077) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
