Pages that link to "Item:Q2343767"
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The following pages link to A test for second order stationarity of a multivariate time series (Q2343767):
Displaying 26 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Testing self-similarity through Lamperti transformations (Q321448) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Tests for Gaussianity and linearity of multivariate stationary time series (Q1299553) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Casting vector time series: algorithms for forecasting, imputation, and signal extraction (Q2106771) (← links)
- Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- On local power properties of frequency domain-based tests for stationarity (Q2821472) (← links)
- KPSS test for functional time series (Q2953440) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance (Q4975562) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- A New Non-Parametric Stationarity Test of Time Series in the Time Domain (Q5378141) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
- Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
- Graphical models for nonstationary time series (Q6183745) (← links)
- Weak convergence of the conditional U-statistics for locally stationary functional time series (Q6493980) (← links)
- Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
- Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
- Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
- Self-normalized inference for stationarity of irregular spatial data (Q6616183) (← links)
