Pages that link to "Item:Q1914689"
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The following pages link to Nonparametric approach for non-Gaussian vector stationary processes (Q1914689):
Displaying 16 items.
- Measuring the association of stationary point processes using spectral analysis techniques (Q257467) (← links)
- On the causality between multiple locally stationary processes (Q444212) (← links)
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- Second order optimality for estimators in time series regression models (Q873630) (← links)
- A local spectral approach for assessing time series model misspecification (Q1002344) (← links)
- On nonparametric and semiparametric testing for multivariate linear time series (Q1043750) (← links)
- Properties of linear spectral statistics of frequency-smoothed estimated spectral coherence matrix of high-dimensional Gaussian time series (Q2074296) (← links)
- Robust causality test of infinite variance processes (Q2305988) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- A test of homogeneity for autoregressive processes (Q4545946) (← links)
- On testing for separable correlations of multivariate time series (Q4677027) (← links)
- On the asymptotic behavior of the eigenvalue distribution of block correlation matrices of high-dimensional time series (Q5092958) (← links)
- Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
