TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
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- scientific article; zbMATH DE number 3131469 (Why is no real title available?)
- scientific article; zbMATH DE number 3550006 (Why is no real title available?)
- scientific article; zbMATH DE number 3239078 (Why is no real title available?)
- scientific article; zbMATH DE number 3267825 (Why is no real title available?)
- General Considerations in the Analysis of Spectra
Cited in
(63)- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES
- Disoominkfrcn between gaussian time series based on their spectral differences
- Testing for cycles in multiple time series
- Bispectral-based methods for clustering time series
- A computational technique to classify several fractional Brownian motion processes
- A new method to compare the spectral densities of two independent periodically correlated time series
- Semi-intrusive multivariable model invalidation.
- Testing the covariance function of stationary Gaussian random fields
- Comparison of time series using subsampling
- Time series clustering and classification via frequency domain methods
- Testing equality of spectral densities using randomization techniques
- State realization with exogenous variables -- a test on blast furnace data
- Wavelet-based tests for comparing two time series with unequal lengths
- Arc length tests for comparing the dynamics between GARCH processes
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
- A comparison of multivariate signal discrimination techniques
- Robust tests for time series comparison based on Laplace periodograms
- Testing the difference between two independent time series models
- Tests for comparing time-invariant and time-varying spectra based on the Pearson statistic
- An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets
- Comparison of non-stationary time series in the frequency domain
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
- A computational bootstrap procedure to compare two dependent time series
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean
- Change-point analysis of time series with evolutionary spectra
- Arc length tests for equivalent autocovariances
- Spectrum-based comparison of stationary multivariate time series
- Tests for comparing time series of unequal lengths
- Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
- DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances
- A computational method to compare spectral densities of independent periodically correlated time series
- A semi-parametric approach for comparing the estimated spectra of two stationary point processes
- On testing for the equality of autocovariance in time series
- MODELLING JOINT AUTOREGRESSIVE MOVING AVERAGE PROCESSES
- scientific article; zbMATH DE number 2201191 (Why is no real title available?)
- Comparison of Times Series with Unequal Length in the Frequency Domain
- On a spectral density estimator based similarity test for correlated time series
- scientific article; zbMATH DE number 926562 (Why is no real title available?)
- A data-driven test to compare two or multiple time series
- Consistency of the frequency domain bootstrap for differentiable functionals
- Clustering of biological time series by cepstral coefficients based distances
- Multiscale spectral analysis for detecting short and long range change points in time series
- Testing for equality of an increasing number of spectral density functions
- Testing for the equivalence of several sets of time series and its multiple comparison procedure
- Biological applications of time series frequency domain clustering
- On nonparametric and semiparametric testing for multivariate linear time series
- Testing Equality of Multiple Power Spectral Density Matrices
- A fragmented-periodogram approach for clustering big data time series
- State space modelling and spectral analysis of cointegrated vector processes (evidence from the U.S. and Scandinavian economies)
- A new test for checking the equality of the correlation structures of two time series
- Testing equality of stationary autocovariances
- Comparing spectral densities of stationary time series with unequal sample sizes
- A note on using periodogram-based distances for comparing spectral densities
- A note on testing hypotheses for stationary processes in the frequency domain
- Detecting abrupt changes in a piecewise locally stationary time series
- On Fan's adaptive Neyman tests for comparing two spectral densities
- Clustering nonlinear, nonstationary time series using BSLEX
- A test to compare interval time series
- Parametric spectral discrimination
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
- Scalable Methods for Multiple Time Series Comparison in Second Order Dynamics
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models
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