Pages that link to "Item:Q1623481"
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The following pages link to A random-projection based test of Gaussianity for stationary processes (Q1623481):
Displaying 13 items.
- A characterization of elliptical distributions and some optimality properties of principal components for functional data (Q406547) (← links)
- Consistency of a numerical approximation to the first principal component projection pursuit estimator (Q467020) (← links)
- A test for the independence of two Gaussian processes (Q760741) (← links)
- Testing that a stationary time series is Gaussian (Q1102680) (← links)
- Testing that a Gaussian process is stationary (Q1107939) (← links)
- The split-SV model (Q1659144) (← links)
- Lipschitz-Killing curvatures of excursion sets for two-dimensional random fields (Q1722068) (← links)
- Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data (Q1733281) (← links)
- Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
- High-dimensional outlier detection using random projections (Q2074681) (← links)
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires (Q4260669) (← links)
- Matrix-valued isotropic covariance functions with local extrema (Q6189147) (← links)
- Spatial extremes and stochastic geometry for Gaussian-based peaks-over-threshold processes (Q6601111) (← links)
