Pages that link to "Item:Q3077653"
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The following pages link to Testing equality of stationary autocovariances (Q3077653):
Displaying 16 items.
- Testing the covariance function of stationary Gaussian random fields (Q419190) (← links)
- Two sample tests for high-dimensional autocovariances (Q830592) (← links)
- A data-driven test to compare two or multiple time series (Q901611) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- A New Test for Checking the Equality of the Correlation Structures of two time Series (Q2802913) (← links)
- Bounded Area Tests For Comparing The Dynamics Between ARMA Processes (Q3458131) (← links)
- Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods (Q4604004) (← links)
- Arc length tests for equivalent autocovariances (Q4925457) (← links)
- A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
- Construction of a criterion for testing hypothesis about covariance function of a stationary Gaussian stochastic process with unknown mean (Q5154098) (← links)
- Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths (Q5177971) (← links)
- On Fan's adaptive Neyman tests for comparing two spectral densities (Q5218889) (← links)
- A comparison of multivariate signal discrimination techniques (Q5220732) (← links)
- Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
- Time‐series clustering via quasi <i>U</i>‐statistics (Q5397936) (← links)
- On testing for the equality of autocovariance in time series (Q6626406) (← links)
