Pages that link to "Item:Q3703147"
From MaRDI portal
The following pages link to TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES (Q3703147):
Displayed 17 items.
- Spectrum-based comparison of stationary multivariate time series (Q607626) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets (Q1129894) (← links)
- State realization with exogenous variables -- a test on blast furnace data (Q1266646) (← links)
- Semi-intrusive multivariable model invalidation. (Q1410377) (← links)
- Comparison of non-stationary time series in the frequency domain (Q1606106) (← links)
- Clustering of biological time series by cepstral coefficients based distances (Q2427375) (← links)
- A semi-parametric approach for comparing the estimated spectra of two stationary point processes (Q2479989) (← links)
- Detecting abrupt changes in a piecewise locally stationary time series (Q2482613) (← links)
- Testing equality of stationary autocovariances (Q3077653) (← links)
- Comparison of Times Series with Unequal Length in the Frequency Domain (Q3625331) (← links)
- Disoominkfrcn between gaussian time series based on their spectral differences (Q4202676) (← links)
- State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies) (Q4862281) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)