Pages that link to "Item:Q4237746"
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The following pages link to A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes (Q4237746):
Displaying 12 items.
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Comparison of non-stationary time series in the frequency domain (Q1606106) (← links)
- Comparing non-stationary and irregularly spaced time series (Q1927173) (← links)
- A test to compare interval time series (Q2237168) (← links)
- Assessing One-Step-Ahead Prediction Error Based on the Median for First-Order Autoregressive Models in the Presence Of Outliers (Q2920073) (← links)
- Comparison of stationary time series using distribution-free methods (Q3297970) (← links)
- Pattern Recognition of Time Series using Wavelets (Q3298736) (← links)
- Robust estimation for the coefficient of a first order autoregressive process (Q4493675) (← links)
- Testing for Equal Predictability of Stationary ARMA Processes (Q5123345) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS (Q5716157) (← links)
