Pages that link to "Item:Q4632680"

The following pages link to A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series (Q4632680):

Displaying 30 items.

• The local partial autocorrelation function and some applications (Q87410) (← links)
• Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
• The locally stationary dual-tree complex wavelet model (Q139946) (← links)
• Predictive, finite-sample model choice for time series under stationarity and non-stationarity (Q143634) (← links)
• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• Testing self-similarity through Lamperti transformations (Q321448) (← links)
• An integrate-and-fire model to generate spike trains with long-range dependence (Q1628248) (← links)
• Long memory and changepoint models: a spectral classification procedure (Q1702010) (← links)
• Wavelet multidimensional scaling analysis of European economic sentiment indicators (Q2075717) (← links)
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
• Wavelet testing for a replicate-effect within an ordered multiple-trial experiment (Q2157507) (← links)
• Modelling time-varying first and second-order structure of time series via wavelets and differencing (Q2168089) (← 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)
• Wavelet spectral testing: application to nonstationary circadian rhythms (Q2281228) (← links)
• A test for second order stationarity of a multivariate time series (Q2343767) (← links)
• Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series (Q3120663) (← links)
• Clustering Nonstationary Circadian Rhythms using Locally Stationary Wavelet Representations (Q4643796) (← links)
• A test for second-order stationarity of a time series based on the discrete Fourier transform (Q4979081) (← links)
• Spatial Integration of Pig Meat Markets in the EU: Complex Network Analysis of Non-linear Price Relationships (Q5048331) (← 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)
• Spectral Inference under Complex Temporal Dynamics (Q5881071) (← links)
• Trend locally stationary wavelet processes (Q6134636) (← links)
• Autoregressive approximations to nonstationary time series with inference and applications (Q6136588) (← links)
• Graphical models for nonstationary time series (Q6183745) (← links)
• A test for second-order stationarity of time series based on unsystematic sub-samples (Q6539186) (← links)
• Measuring the degree of non-stationarity of a time series (Q6539189) (← links)
• Detecting changes in mean in the presence of time-varying autocovariance (Q6541760) (← links)
• Simultaneous statistical inference for second order parameters of time series under weak conditions (Q6656624) (← links)