Pages that link to "Item:Q2920284"

The following pages link to Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (Q2920284):

Displaying 31 items.

• An updated review of goodness-of-fit tests for regression models (Q364173) (← links)
• Data-driven shrinkage of the spectral density matrix of a high-dimensional time series (Q489160) (← links)
• Parametric and nonparametric bootstrap methods for general MANOVA (Q495351) (← links)
• A note on testing hypotheses for stationary processes in the frequency domain (Q643297) (← links)
• A note on using periodogram-based distances for comparing spectral densities (Q654494) (← links)
• Bootstrap methods for dependent data: a review (Q743759) (← links)
• Test to compare two population logspectra (Q880895) (← links)
• On the power transformation of kernel-based tests for serial correlation in vector time series: some finite sample results and a comparison with the bootstrap (Q1023788) (← links)
• Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Testing equality of spectral density operators for functional processes (Q2078561) (← links)
• A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
• Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
• Testing equality of spectral densities using randomization techniques (Q2348723) (← links)
• Bootstrapping bispectra: an application to testing for departure from Gaussianity of stationary signals (Q2732814) (← links)
• Testing for Equality of an Increasing Number of Spectral Density Functions (Q2787366) (← links)
• A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
• Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
• A Frequency‐Domain Test to Check Equality in Spectral Densities of Multiple Time Series With Unequal Lengths (Q4577086) (← links)
• Bootstrap‐assisted Goodness‐of‐fit Tests in the Frequency Domain (Q4956033) (← links)
• A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
• A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
• Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
• Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691) (← links)
• (Q5690331) (← links)
• Tests for the existence of group effects and interactions for two-way models with dependent errors (Q6046056) (← links)
• Tests for comparing time‐invariant and time‐varying spectra based on the Anderson–Darling statistic (Q6089379) (← links)
• The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
• A copula spectral test for pairwise time reversibility (Q6133833) (← links)
• Linear Hypothesis Testing With Functional Data (Q6621624) (← links)