Pages that link to "Item:Q778883"
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The following pages link to Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883):
Displaying 17 items.
- Locally stationary functional time series (Q1697469) (← links)
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849) (← links)
- A test for second order stationarity of a multivariate time series (Q2343767) (← links)
- Testing stationarity of functional time series (Q2512639) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
- Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
- A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series (Q4632680) (← links)
- A nonparametric test for stationarity in functional time series (Q5155192) (← links)
- A New Non-Parametric Stationarity Test of Time Series in the Time Domain (Q5378141) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- A new estimation in functional linear concurrent model with covariate dependent and noise contamination (Q6054660) (← links)
- Factor models for high‐dimensional functional time series I: Representation results (Q6135371) (← links)
- A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q6305347) (← links)
- Change point analysis of functional variance function with stationary error (Q6536695) (← links)
