Pages that link to "Item:Q2348723"

The following pages link to Testing equality of spectral densities using randomization techniques (Q2348723):

Displaying 16 items.

• A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
• Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
• Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
• A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
• A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
• Permutation‐based tests for discontinuities in event studies (Q6088790) (← links)
• Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
• The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Permutation testing for dependence in time series (Q6134630) (← links)
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices (Q6183694) (← links)