Pages that link to "Item:Q5255313"

The following pages link to Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms (Q5255313):

Displaying 25 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)
• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
• A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← 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 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)
• On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
• Testing Semiparametric Hypotheses in Locally Stationary Processes (Q2852620) (← links)
• Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← 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)
• Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← 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)
• Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)