Pages that link to "Item:Q5378141"
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The following pages link to A New Non-Parametric Stationarity Test of Time Series in the Time Domain (Q5378141):
Displaying 12 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- A frequency-domain based test for non-correlation between stationary time series (Q870508) (← links)
- A frequency domain test for detecting nonstationary time series (Q1623488) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series (Q4632680) (← 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)
- Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← 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)