Pages that link to "Item:Q1685304"
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The following pages link to Periodically correlated modeling by means of the periodograms asymptotic distributions (Q1685304):
Displaying 16 items.
- Global testing against sparse alternatives in time-frequency analysis (Q309712) (← links)
- Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach (Q872082) (← links)
- A new method to detect periodically correlated structure (Q1695432) (← links)
- Assessing a Bartlett plot (Q1916230) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- Periodic autoregressive models with closed skew-normal innovations (Q2319487) (← links)
- A New Approach for Testing Periodicity (Q3006257) (← links)
- Investigation of periodicity for dependent observations (Q3327556) (← links)
- PERIODIC CORRELATION IN STRATOSPHERIC OZONE DATA (Q4299015) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← 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)
- CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS (Q5101526) (← links)
- On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations (Q5107312) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
- Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula (Q5887957) (← links)
