The following pages link to (Q5572777):
Displaying 50 items.
- The local partial autocorrelation function and some applications (Q87410) (← links)
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- Fitting dynamic factor models to non-stationary time series (Q737945) (← links)
- A CUSUM test for detecting change in the transfer functions of open loop stochastic systems (Q1252835) (← links)
- Discrete event simulation modelling of computer systems for performance evaluation (Q1254859) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
- Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
- Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
- Detecting Markov random fields hidden in white noise (Q1750097) (← links)
- Testing for directional symmetry in spatial dependence using the periodogram (Q1765675) (← links)
- A review of nonparametric hypothesis tests of isotropy properties in spatial data (Q1790343) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series (Q1925083) (← links)
- Separation of stationary and non-stationary sources with a generalized eigenvalue problem (Q1941586) (← links)
- Dependent functional data (Q1952694) (← links)
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
- Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A distribution free test for changes in the trend function of locally stationary processes (Q2233554) (← links)
- Wavelet spectral testing: application to nonstationary circadian rhythms (Q2281228) (← links)
- Exploiting ergodicity in forecasts of corporate profitability (Q2291809) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- A formal test for nonstationarity of spatial stochastic processes (Q2571808) (← links)
- Testing for separability of spatial\,-\,temporal covariance functions (Q2581892) (← links)
- On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← 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 Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- Clustering Nonstationary Circadian Rhythms using Locally Stationary Wavelet Representations (Q4643796) (← links)
- Spatio-temporal microstructure of sprays: data science-based analysis and modelling (Q4964063) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- Stationarity test based on density approach (Q5114479) (← 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)
- On the efficacy of stop-loss rules in the presence of overnight gaps (Q5212063) (← links)
- On some classes of nonstationary parametric processes (Q5950723) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Graphical models for nonstationary time series (Q6183745) (← 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)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Time series clustering and classification via frequency domain methods (Q6602214) (← links)
- Costationary Whitenoise processes and local stationarity testing (Q6609929) (← links)
- Self-normalized inference for stationarity of irregular spatial data (Q6616183) (← links)
