scientific article; zbMATH DE number 3290822
From MaRDI portal
Publication:5572777
zbMath0182.51403MaRDI QIDQ5572777
Publication date: 1969
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (44)
A frequency domain test for detecting nonstationary time series ⋮ An integrate-and-fire model to generate spike trains with long-range dependence ⋮ Testing self-similarity through Lamperti transformations ⋮ Testing for Stationarity in Multivariate Locally Stationary Processes ⋮ Wavelet testing for a replicate-effect within an ordered multiple-trial experiment ⋮ Testing temporal constancy of the spectral structure of a time series ⋮ Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series ⋮ Mean stationarity test in time series: a signal variance-based approach ⋮ Separation of stationary and non-stationary sources with a generalized eigenvalue problem ⋮ Graphical models for nonstationary time series ⋮ Stationarity test based on density approach ⋮ Long memory and changepoint models: a spectral classification procedure ⋮ A Spectral Domain Test for Stationarity of Spatio‐Temporal Data ⋮ Clustering nonlinear, nonstationary time series using BSLEX ⋮ Dependent functional data ⋮ Testing for stationarity of functional time series in the frequency domain ⋮ Case study: shipping trend estimation and prediction via multiscale variance stabilisation ⋮ Updating Wilkie’s Economic Scenario Generator for U.S. Applications ⋮ A distribution free test for changes in the trend function of locally stationary processes ⋮ Clustering Nonstationary Circadian Rhythms using Locally Stationary Wavelet Representations ⋮ A nonparametric test for stationarity in functional time series ⋮ Detecting Markov random fields hidden in white noise ⋮ Testing for directional symmetry in spatial dependence using the periodogram ⋮ The local partial autocorrelation function and some applications ⋮ On some classes of nonstationary parametric processes ⋮ Practical powerful wavelet packet tests for second-order stationarity ⋮ Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting ⋮ Wavelet spectral testing: application to nonstationary circadian rhythms ⋮ A review of nonparametric hypothesis tests of isotropy properties in spatial data ⋮ Testing stationarity of functional time series ⋮ A CUSUM test for detecting change in the transfer functions of open loop stochastic systems ⋮ Exploiting ergodicity in forecasts of corporate profitability ⋮ Fitting dynamic factor models to non-stationary time series ⋮ Discrete event simulation modelling of computer systems for performance evaluation ⋮ On the efficacy of stop-loss rules in the presence of overnight gaps ⋮ Spatio-temporal microstructure of sprays: data science-based analysis and modelling ⋮ On Local Power Properties of Frequency Domain‐based Tests for Stationarity ⋮ A test for second-order stationarity of a time series based on the discrete Fourier transform ⋮ Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators ⋮ Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series ⋮ A formal test for nonstationarity of spatial stochastic processes ⋮ Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density ⋮ Testing for separability of spatial\,-\,temporal covariance functions ⋮ A test for second order stationarity of a multivariate time series
This page was built for publication:
