Pages that link to "Item:Q605893"
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The following pages link to Testing temporal constancy of the spectral structure of a time series (Q605893):
Displayed 13 items.
- An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
- Local inference for locally stationary time series based on the empirical spectral measure (Q2628836) (← links)
- On Local Power Properties of Frequency Domain‐based Tests for Stationarity (Q2821472) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)