Nonparametric Comparison of Cumulative Periodograms
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(41)- On nonparametric and semiparametric testing for multivariate linear time series
- Semi-intrusive multivariable model invalidation.
- Comparison of non-stationary time series in the frequency domain
- Comparing non-stationary and irregularly spaced time series
- Comparing spectral densities of stationary time series with unequal sample sizes
- A new method to compare the spectral densities of two independent periodically correlated time series
- Model assessment for time series dynamics using copula spectral densities: a graphical tool
- A computational technique to classify several fractional Brownian motion processes
- A fragmented-periodogram approach for clustering big data time series
- A test to compare interval time series
- Robust tests for time series comparison based on Laplace periodograms
- Testing equality of spectral densities using randomization techniques
- Clustering of biological time series by cepstral coefficients based distances
- Robust functional supervised classification for time series
- Testing for equality of an increasing number of spectral density functions
- A new test for checking the equality of the correlation structures of two time series
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
- Comparison of stationary time series using distribution-free methods
- Pattern recognition of time series using wavelets
- Comparison of Times Series with Unequal Length in the Frequency Domain
- TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES
- scientific article; zbMATH DE number 4001270 (Why is no real title available?)
- Tests for comparing time series of unequal lengths
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
- A computational method to compare spectral densities of independent periodically correlated time series
- A computational bootstrap procedure to compare two dependent time series
- Wavelet-based tests for comparing two time series with unequal lengths
- Comparison of periodogram tests
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS
- Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic
- A note on testing hypotheses for stationary processes in the frequency domain
- A note on using periodogram-based distances for comparing spectral densities
- On testing for the equality of autocovariance in time series
- On a spectral density estimator based similarity test for correlated time series
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity
- Scalable Methods for Multiple Time Series Comparison in Second Order Dynamics
- Testing the difference between two independent time series models
- Comparison of time series using subsampling
- A periodogram-based metric for time series classification
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