Pages that link to "Item:Q2242849"
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The following pages link to A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849):
Displaying 8 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- A New Non-Parametric Stationarity Test of Time Series in the Time Domain (Q5378141) (← links)
- Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
- A frequency-domain test for multivariate white noise (Q6537377) (← links)
- Multiplier subsample bootstrap for statistics of time series (Q6592796) (← links)