Pages that link to "Item:Q1107939"
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The following pages link to Testing that a Gaussian process is stationary (Q1107939):
Displaying 15 items.
- Detection of multiple changes in a sequence of dependent variables (Q120317) (← links)
- Estimating nonlinear regression with and without change-points by the LAD method (Q652600) (← links)
- A test for the independence of two Gaussian processes (Q760741) (← links)
- Testing that a stationary time series is Gaussian (Q1102680) (← links)
- Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function (Q1174048) (← links)
- Testing and estimating in the change-point problem of the spectral function (Q1324835) (← links)
- A random-projection based test of Gaussianity for stationary processes (Q1623481) (← links)
- Monitoring changes in the error distribution of autoregressive models based on Fourier methods (Q1946878) (← links)
- Goodness-of-fit tests for stationary Gaussian processes with tapered data (Q2040612) (← links)
- On the properties of the periodogram of a stationary long-memory process over different epochs with applications (Q3077673) (← links)
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires (Q4260669) (← links)
- ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM (Q4299034) (← links)
- DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS (Q4562549) (← links)
- Fourier–type tests involving martingale difference processes (Q5864443) (← links)
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
