Pages that link to "Item:Q605893"

The following pages link to Testing temporal constancy of the spectral structure of a time series (Q605893):

Displaying 25 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
• Detecting Markov random fields hidden in white noise (Q1750097) (← links)
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• A stationarity test on Markov chain models based on marginal distribution (Q2360930) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
• Thick Pen Transformation for Time Series (Q3100683) (← links)
• Testing for white noise against locally stationary alternatives (Q4969863) (← links)
• A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
• Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)