Pages that link to "Item:Q2482138"

The following pages link to Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138):

Displaying 23 items.

• Measuring the association of stationary point processes using spectral analysis techniques (Q257467) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
• A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
• Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
• A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
• Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
• Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
• Testing equality of spectral density operators for functional processes (Q2078561) (← links)
• On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime (Q2111066) (← 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)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284) (← links)
• A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes (Q2930878) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• Spectral methods for small sample time series: A complete periodogram approach (Q5012855) (← links)
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
• Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)