Pages that link to "Item:Q2343767"
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The following pages link to A test for second order stationarity of a multivariate time series (Q2343767):
Displayed 11 items.
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)