Pages that link to "Item:Q2435258"

The following pages link to A test for stationarity based on empirical processes (Q2435258):

Displaying 12 items.

• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Towards a general theory for nonlinear locally stationary processes (Q1740517) (← links)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)