Pages that link to "Item:Q5231513"
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The following pages link to Testing for Trends in High-Dimensional Time Series (Q5231513):
Displaying 16 items.
- A local factor nonparametric test for trend synchronism in multiple time series (Q739586) (← links)
- A posteriori tests to validate dimension estimates from time series (Q1577192) (← links)
- Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
- Nonparametric comparison of epidemic time trends: the case of COVID-19 (Q2106394) (← links)
- High-dimensional VAR with low-rank transition (Q2195856) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Testing for high-dimensional network parameters in auto-regressive models (Q2283570) (← links)
- Testing serial correlations in high-dimensional time series via extreme value theory (Q2305977) (← links)
- A multi-scale approach for testing and detecting peaks in time series (Q4999853) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)
- Nonparametric trend estimation in functional time series with application to annual mortality rates (Q6076497) (← links)
- Nonparametric testing for the specification of spatial trend functions (Q6097554) (← links)
- Inference of Breakpoints in High-dimensional Time Series (Q6110713) (← links)
- Mean stationarity test in time series: a signal variance-based approach (Q6120834) (← links)
- Testing for Common Trends in Nonstationary Large Datasets (Q6620933) (← links)
