Pages that link to "Item:Q3314790"
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The following pages link to Large-sample tests of homogeneity for time series models (Q3314790):
Displaying 28 items.
- A test for comparing two discrete stochastic dynamical systems under heteroskedasticity (Q691309) (← links)
- Testing homogeneity of a large data set by bootstrapping (Q929704) (← links)
- Comparison of time series using subsampling (Q959346) (← links)
- Time series clustering and classification by the autoregressive metric (Q1023515) (← links)
- Large sample inference based on multiple observations from nonlinear autoregressive processes (Q1315406) (← links)
- Parameter estimation in a stationary autoregressive process with correlated multiple observations (Q1330190) (← links)
- Large sample inference for a multivariate linear model with autocorrelated errors (Q1333102) (← links)
- Large sample estimation in nonstationary autoregressive processes with multiple observations (Q1344957) (← links)
- Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice (Q1347128) (← links)
- The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence (Q1359733) (← links)
- Comparison of non-stationary time series in the frequency domain (Q1606106) (← links)
- Comparing non-stationary and irregularly spaced time series (Q1927173) (← links)
- A test to compare interval time series (Q2237168) (← links)
- A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
- Homogeneity tests on daily rainfall series in peninsular Malaysia (Q2907661) (← links)
- Homogeneity tests for Lévy processes and applications (Q2922696) (← links)
- Comparison of stationary time series using distribution-free methods (Q3297970) (← links)
- Pattern Recognition of Time Series using Wavelets (Q3298736) (← links)
- Estimation and hypothesis testing for collections of autoregressive time series (Q3314789) (← links)
- On Hypotheses Testing for the Selection of Spatio-Temporal Models (Q3440769) (← links)
- Statistical analysis of a spatio-temporal model with location-dependent parameters and a test for spatial stationarity (Q3552844) (← links)
- Large-sample inference for a regression model with autocorrelated errors (Q3823685) (← links)
- Testing homogeneity over time of a parameter of a markov sequence (Q4337318) (← links)
- Generalized runs tests for heteroscedastic time series (Q4385705) (← links)
- ON THE CAUSALITY TEST IN TIME SERIES MODELS WITH HEAVY-TAILED DISTRIBUTION (Q4416923) (← links)
- The Autoregressive metric for comparing time series models (Q5148505) (← links)
- COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES (Q5386721) (← links)
- USING WAVELETS TO COMPARE TIME SERIES PATTERNS (Q5716157) (← links)
