Pages that link to "Item:Q4928525"

The following pages link to Costationarity of Locally Stationary Time Series (Q4928525):

Displaying 18 items.

• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
• The locally stationary dual-tree complex wavelet model (Q139946) (← links)
• Testing self-similarity through Lamperti transformations (Q321448) (← links)
• An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
• Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing (Q2214252) (← links)
• Spectral correction for locally stationary Shannon wavelet processes (Q2441052) (← links)
• Local Covariance Estimation Using Costationarity (Q2787357) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• A Generalized Moving Average Convergence/Divergence for Testing Semi-strong Market Efficiency (Q4689044) (← links)
• Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes (Q5111781) (← 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)
• Stationary subspace analysis based on second-order statistics (Q6049301) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
• Costationary Whitenoise processes and local stationarity testing (Q6609929) (← links)