Pages that link to "Item:Q5078113"
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The following pages link to Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113):
Displaying 8 items.
- Spectral domain diagnostics for testing model proximity and disparity in time series data (Q537343) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- On kurtoses of two symmetric or asymmetric populations (Q2656077) (← links)
- (Q3580534) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
- Global and local spectral-based tests for periodicities (Q5305484) (← links)
- ASYMPTOTIC ANALYSIS ABOUT THE PERIODOGRAM OF A GENERAL CLASS OF TIME SERIES MODELS WITH SPECTRAL SUPPORTSON LINES NOT PARALLEL TO THE MAIN DIAGONAL (Q5880768) (← links)
