Pages that link to "Item:Q993830"

The following pages link to A bootstrap test for time series linearity (Q993830):

Displaying 11 items.

• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Bispectral-based methods for clustering time series (Q1800079) (← links)
• Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis (Q2061745) (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Estimation of the bispectrum for locally stationary processes (Q2453896) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices (Q5012854) (← links)
• Normality tests for dependent data: large-sample and bootstrap approaches (Q5087935) (← links)
• Portmanteau tests for linearity of stationary time series (Q5860904) (← links)