Pages that link to "Item:Q1926538"
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The following pages link to Testing for changes in autocovariances of nonparametric time series models (Q1926538):
Displaying 6 items.
- Testing for changes in the covariance structure of linear processes (Q1011543) (← links)
- A wavelet-based approach for detecting changes in second order structure within nonstationary time series (Q1951153) (← links)
- Autocovariance estimation in the presence of changepoints (Q2111950) (← links)
- Testing and estimating change-points in the covariance matrix of a high-dimensional time series (Q2306269) (← links)
- (Q3014614) (← links)
- Testing for variance changes in autoregressive models with unknown order (Q5124813) (← links)