The following pages link to Philip Preuss (Q527087):
Displaying 13 items.
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- (Q367213) (redirect page) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Detecting long-range dependence in non-stationary time series (Q527089) (← links)
- Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← 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 Measure of Stationarity in Locally Stationary Processes With Applications to Testing (Q3111202) (← links)
- Measuring stationarity in long-memory processes (Q3465107) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- Detection of Multiple Structural Breaks in Multivariate Time Series (Q5367389) (← links)
