Pages that link to "Item:Q3111202"

The following pages link to A Measure of Stationarity in Locally Stationary Processes With Applications to Testing (Q3111202):

Displaying 36 items.

• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• 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)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
• Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
• Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← links)
• A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
• Minimum distance estimation of locally stationary moving average processes (Q2337317) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Estimation of the bispectrum for locally stationary processes (Q2453896) (← links)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• Testing for white noise against locally stationary alternatives (Q4969863) (← links)
• Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
• A test for second-order stationarity of time series based on unsystematic sub-samples (Q6539186) (← links)
• Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
• Detecting long-range dependence for time-varying linear models (Q6565331) (← links)
• Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)