Pages that link to "Item:Q4979081"
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The following pages link to A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081):
Displayed 30 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Dependent functional data (Q1952694) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← 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)
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← 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)
- A stationarity test on Markov chain models based on marginal distribution (Q2360930) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- Testing for white noise against locally stationary alternatives (Q4969863) (← links)
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES (Q5176763) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)