Pages that link to "Item:Q5495691"

The following pages link to Testing non-parametric hypotheses for stationary processes by estimating minimal distances (Q5495691):

Displaying 11 items.

• Comparing spectral densities of stationary time series with unequal sample sizes (Q1950769) (← links)
• A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
• A minimum projected-distance test for parametric single-index Berkson models (Q2414882) (← links)
• Investigation of the statistical distance to reach stationary distributions (Q2514352) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
• A computational method to compare spectral densities of independent periodically correlated time series (Q5078483) (← links)
• Estimation and Testing on Independent Not Identically Distributed Observations Based on Rényi’s Pseudodistances (Q5088578) (← 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)
• A frequency-domain test for multivariate white noise (Q6537377) (← links)