Pages that link to "Item:Q3174190"
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The following pages link to Testing parametric assumptions of trends of a nonstationary time series (Q3174190):
Displaying 25 items.
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
- Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
- Inference of time-varying regression models (Q693729) (← links)
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- Nonparametric fixed effects model for panel data with locally stationary regressors (Q1652960) (← links)
- Two simple tests of the trend hypothesis under time-varying variance (Q1673545) (← links)
- Semiparametric model for covariance regression analysis (Q2008100) (← links)
- Time-varying nonlinear regression models: nonparametric estimation and model selection (Q2343961) (← links)
- Testing for parameter constancy in non-Gaussian time series (Q2852478) (← links)
- A Review on Dimension-Reduction Based Tests For Regressions (Q4609015) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Testing for Trends in High-Dimensional Time Series (Q5231513) (← links)
- Clustering High-Dimensional Time Series Based on Parallelism (Q5327288) (← links)
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series (Q6064410) (← links)
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap (Q6069070) (← links)
- Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- Trend locally stationary wavelet processes (Q6134636) (← links)
- Inference for high‐dimensional linear models with locally stationary error processes (Q6148344) (← links)
- Testing for Trend Specifications in Panel Data Models (Q6149859) (← links)
- Tail adversarial stability for regularly varying linear processes and their extensions (Q6151141) (← links)
- Semi-parametric inference for large-scale data with temporally dependent noise (Q6184895) (← links)
- Tail Spectral Density Estimation and Its Uncertainty Quantification: Another Look at Tail Dependent Time Series Analysis (Q6567938) (← links)
- Time-varying correlation for noncentered nonstationary time series: simultaneous inference and visualization (Q6621328) (← links)
