Pages that link to "Item:Q2852620"
From MaRDI portal
The following pages link to Testing semiparametric hypotheses in locally stationary processes (Q2852620):
Displaying 10 items.
- A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
- Asymptotic null distributions of stationarity and nonstationarity tests under local-to-finite variance errors (Q2457963) (← links)
- Testing nonparametric and semiparametric hypotheses in vector stationary processes (Q2482138) (← links)
- (Q2945916) (← links)
- Locally asymptotically optimal tests in semiparametric generalized linear models in the 2-sample-problem (Q3024667) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- Data-Adaptive Estimation of Time-Varying Spectral Densities (Q3391227) (← links)
- Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- Time series clustering using the total variation distance with applications in oceanography (Q6179644) (← links)