Large-sample tests of homogeneity for time series models
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- Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity
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- Large-sample inference for a regression model with autocorrelated errors
- Testing homogeneity over time of a parameter of a markov sequence
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- The autoregressive metric for comparing time series models
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
- Testing homogeneity of a large data set by bootstrapping
- Comparison of time series using subsampling
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