Pages that link to "Item:Q5754834"

The following pages link to SLEX Analysis of Multivariate Nonstationary Time Series (Q5754834):

Displaying 50 items.

• A wavelet-based approach for imputation in nonstationary multivariate time series (Q100112) (← links)
• Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting (Q113359) (← links)
• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Functional mixed effects wavelet estimation for spectra of replicated time series (Q315394) (← links)
• Ecological prediction with nonlinear multivariate time-frequency functional data models (Q486064) (← links)
• Semiparametric model building for regression models with time-varying parameters (Q494386) (← links)
• Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
• Local linear quantile estimation for nonstationary time series (Q834360) (← links)
• Entropy-based wavelet de-noising method for time series analysis (Q845446) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318) (← links)
• Classification of multivariate non-stationary signals: the SLEX-shrinkage approach (Q993820) (← links)
• Non-stationary structural model with time-varying demand elasticities (Q993828) (← links)
• Shrinkage estimation in the frequency domain of multivariate time series (Q1006672) (← links)
• Multivariate time series modeling and classification via hierarchical VAR mixtures (Q1010492) (← links)
• The SLEX model of a non-stationary random process (Q1610936) (← links)
• Topological data analysis of single-trial electroencephalographic signals (Q1620992) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Adaptive spectral estimation for nonstationary multivariate time series (Q1659008) (← links)
• Clustering nonlinear, nonstationary time series using BSLEX (Q1707055) (← links)
• Minimax rates in sparse, high-dimensional change point detection (Q2039806) (← links)
• Sparse group fused Lasso for model segmentation: a hybrid approach (Q2051576) (← links)
• Flexible Bayesian dynamic modeling of correlation and covariance matrices (Q2057355) (← links)
• Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment (Q2080792) (← links)
• Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (Q2157509) (← links)
• Markov-switching state-space models with applications to neuroimaging (Q2157524) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)
• Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing (Q2214252) (← links)
• Identifying shifts between two regression curves (Q2230873) (← links)
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
• Nonparametric specification for non-stationary time series regression (Q2444659) (← links)
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes (Q2656594) (← links)
• Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
• Conex-connect: learning patterns in extremal brain connectivity from multichannel EEG data (Q2686027) (← links)
• Neuronal Spike Train Analysis Using Gaussian Process Models (Q2800200) (← links)
• Inference for non-stationary time-series autoregression (Q2864628) (← links)
• Autoregressive processes with data-driven regime switching (Q3077661) (← links)
• Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
• Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series (Q3119833) (← links)
• Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series (Q3120657) (← links)
• Semiparametric Estimation by Model Selection for Locally Stationary Processes (Q3442935) (← links)
• High Dimensional Change Point Estimation via Sparse Projection (Q4603814) (← links)
• Evolutionary Factor Analysis of Replicated Time Series (Q4649059) (← links)
• Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series (Q4690952) (← links)
• Adaptive Bayesian Spectral Analysis of High-Dimensional Nonstationary Time Series (Q5066467) (← links)
• Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models (Q5083365) (← links)
• Empirical Frequency Band Analysis of Nonstationary Time Series (Q5146044) (← links)
• FreSpeD: Frequency-Specific Change-Point Detection in Epileptic Seizure Multi-Channel EEG Data (Q5229898) (← links)
• Adaptive Bayesian Time–Frequency Analysis of Multivariate Time Series (Q5229927) (← links)