Pages that link to "Item:Q2348723"
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The following pages link to Testing equality of spectral densities using randomization techniques (Q2348723):
Displayed 12 items.
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- A copula spectral test for pairwise time reversibility (Q6133833) (← links)
- Permutation testing for dependence in time series (Q6134630) (← links)