Pages that link to "Item:Q2920284"

The following pages link to Bootstrapping Frequency Domain Tests in Multivariate Time Series with an Application to Comparing Spectral Densities (Q2920284):

Displaying 25 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
• Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← links)
• A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
• A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← 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)
• Testing equality of spectral density operators for functional processes (Q2078561) (← 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)
• Testing for Equality of an Increasing Number of Spectral Density Functions (Q2787366) (← links)
• A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← 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)
• Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
• Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← 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)
• Linear Hypothesis Testing With Functional Data (Q6621624) (← links)