Pages that link to "Item:Q2742782"
From MaRDI portal
The following pages link to A wavelet-based test for stationarity (Q2742782):
Displaying 33 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
- Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Minimax optimal procedures for testing the structure of multidimensional functions (Q1713637) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← 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)
- Wavelet spectral testing: application to nonstationary circadian rhythms (Q2281228) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- A stationarity test on Markov chain models based on marginal distribution (Q2360930) (← links)
- A test for stationarity based on empirical processes (Q2435258) (← links)
- On local power properties of frequency domain-based tests for stationarity (Q2821472) (← links)
- Residual Empirical Processes and Weighted Sums for Time-Varying Processes with Applications to Testing for Homoscedasticity (Q2954305) (← links)
- A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
- Thick Pen Transformation for Time Series (Q3100683) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Analysis of structural break models based on the evolutionary spectrum: Monte Carlo study and application (Q3183869) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- A Scale‐space Approach for Detecting Non‐stationarities in Time Series (Q3608255) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)
- A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
- Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
- Tests of Correlation Among Wavelet-Based Estimates for Long Memory Processes (Q5451140) (← links)
- ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS (Q5697085) (← links)
- White noise testing using wavelets (Q6537811) (← links)
- A test for second-order stationarity of time series based on unsystematic sub-samples (Q6539186) (← links)
- Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
