Pages that link to "Item:Q2920284"
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The following pages link to Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284):
Displayed 11 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
- Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← 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)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Testing for Equality of an Increasing Number of Spectral Density Functions (Q2787366) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)