Nonparametric Methods of Process Discrimination and Model Validation Using Zero Crossings

DOI10.1081/SAC-120017505MaRDI QIDQ4707022zbMATH OpenFDO

Authors Omer F. Demirel, Thomas R. Willemain

Publication date 4 June 2003

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAC-120017505

zbMATH Keywords

Simulation, Time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric inference (62G99)

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• Discrimination and Clustering for Multivariate Time Series
• Discrimination of AR, MA and ARMA time series models
• Discrimination of Time Series by Parametric Filtering
• Disoominkfrcn between gaussian time series based on their spectral differences
• On blocking rules for the bootstrap with dependent data
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

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• From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
• Resampling methods for time series level crossings

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