Pages that link to "Item:Q4979081"

The following pages link to A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081):

Displaying 38 items.

• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Testing self-similarity through Lamperti transformations (Q321448) (← links)
• Discriminating between long-range dependence and non-stationarity (Q367214) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Dependent functional data (Q1952694) (← links)
• Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
• Testing the existence of moments for GARCH processes (Q2116322) (← links)
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
• Testing for stationarity of functional time series in the frequency domain (Q2215748) (← links)
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach (Q2233573) (← 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)
• A stationarity test on Markov chain models based on marginal distribution (Q2360930) (← links)
• A test for stationarity based on empirical processes (Q2435258) (← links)
• Inference of weighted \(V\)-statistics for nonstationary time series and its applications (Q2448724) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• Examining an irregularly sampled time series for whiteness (Q2766504) (← links)
• A new test for checking the equality of the correlation structures of two time series (Q2802913) (← links)
• On local power properties of frequency domain-based tests for stationarity (Q2821472) (← links)
• A Spectral Domain Test for Stationarity of Spatio‐Temporal Data (Q2968471) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Integrated processes and the discrete cosine transform (Q3147831) (← links)
• STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS (Q3377445) (← links)
• Testing for Stationarity in Multivariate Locally Stationary Processes (Q3466883) (← links)
• Testing for white noise against locally stationary alternatives (Q4969863) (← links)
• Case study: shipping trend estimation and prediction via multiscale variance stabilisation (Q5138737) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• A FREQUENCY DOMAIN APPROACH FOR THE ESTIMATION OF PARAMETERS OF SPATIO‐TEMPORAL STATIONARY RANDOM PROCESSES (Q5176763) (← links)
• A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN (Q5384844) (← links)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
• Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
• Change-point analysis of time series with evolutionary spectra (Q6600011) (← links)
• Self-normalized inference for stationarity of irregular spatial data (Q6616183) (← links)
• Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation (Q6631695) (← links)