Pages that link to "Item:Q1606106"
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The following pages link to Comparison of non-stationary time series in the frequency domain (Q1606106):
Displaying 33 items.
- Classification of cyclical time series using complex demodulation (Q260997) (← links)
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study (Q286626) (← links)
- Noise fuzzy clustering of time series by autoregressive metric (Q478532) (← links)
- A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- The hierarchical spectral merger algorithm: a new time series clustering procedure (Q724603) (← links)
- Testing the difference between two independent time series models (Q724799) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- A periodogram-based metric for time series classification (Q959352) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- Comparing non-stationary and irregularly spaced time series (Q1927173) (← links)
- Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
- Time series clustering based on nonparametric multidimensional forecast densities (Q1951146) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- A test to compare interval time series (Q2237168) (← links)
- Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
- Modeling binary time series using Gaussian processes with application to predicting sleep states (Q2317187) (← links)
- Clustering time series by linear dependency (Q2329790) (← links)
- Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
- A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
- Pattern Recognition of Time Series using Wavelets (Q3298736) (← links)
- Nonparametric Comparison of Cumulative Periodograms (Q4843965) (← links)
- Tests for comparing time series of unequal lengths (Q4925447) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- Clustering financial time series with variance ratio statistics (Q5247931) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)
- Time‐series clustering via quasi <i>U</i>‐statistics (Q5397936) (← links)
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS (Q5716157) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
