Robust tests for time series comparison based on Laplace periodograms
From MaRDI portal
Publication:2242001
DOI10.1016/J.CSDA.2021.107223OpenAlexW3137027037MaRDI QIDQ2242001FDOQ2242001
Publication date: 9 November 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107223
Cites Work
- Title not available (Why is that?)
- Time series: theory and methods.
- Asymptotic spectral theory for nonlinear time series
- On a measure of lack of fit in time series models
- Comparison of non-stationary time series in the frequency domain
- A Study of R. A. Fisher's $z$ Distribution and the Related F Distribution
- Nonparametric Comparison of Cumulative Periodograms
- Quantile spectral processes: asymptotic analysis and inference
- Laplace Periodogram for Time Series Analysis
- Quantile Periodograms
- Time series. Data analysis and theory.
- Estimation of semivarying coefficient time series models with ARMA errors
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
- Comparison of time series using subsampling
- Testing equality of stationary autocovariances
- TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
- Testing lack of fit in multiple regression
- Testing equality of spectral densities using randomization techniques
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS
- Tables for Testing Randomness of Grouping in a Sequence of Alternatives
- Robustness of Zero Crossing Estimator
- A novel partial-linear single-index model for time series data
- Tests for Comparing Time‐Invariant and Time‐Varying Spectra Based on the Pearson Statistic
- A computational bootstrap procedure to compare two dependent time series
- A data-driven test to compare two or multiple time series
- Automatic estimation of the cross-spectrum of a bivariate time series
- Comparing non-stationary and irregularly spaced time series
- A new test for checking the equality of the correlation structures of two time series
- Parametric Spectral Discrimination
- Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths
This page was built for publication: Robust tests for time series comparison based on Laplace periodograms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2242001)