Pages that link to "Item:Q724799"
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The following pages link to Testing the difference between two independent time series models (Q724799):
Displayed 10 items.
- Symmetrical and asymmetrical mixture autoregressive processes (Q783302) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models (Q2123619) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- On kurtoses of two symmetric or asymmetric populations (Q2656077) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- On the ratio of two independent skewnesses (Q5078372) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- On comparing, classifying and clustering several dependent regression models (Q5107456) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)