Pages that link to "Item:Q1695432"
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The following pages link to A new method to detect periodically correlated structure (Q1695432):
Displaying 8 items.
- 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)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS (Q5101526) (← 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)
- Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula (Q5887957) (← links)
