4.0 Article

A New Test for Checking the Equality of the Correlation Structures of two time Series

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Statistics & Probability

A new non-parametric stationarity test of time series in the time domain

Lei Jin et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2015)

Article Mathematics, Interdisciplinary Applications

WAVELET-BASED TESTS FOR COMPARING TWO TIME SERIES WITH UNEQUAL LENGTHS

Jonathan Decowski et al.

JOURNAL OF TIME SERIES ANALYSIS (2015)

Article Computer Science, Interdisciplinary Applications

On Fan's adaptive Neyman tests for comparing two spectral densities

Kewei Lu et al.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2013)

Article Statistics & Probability

Multivariate versions of Bartlett's formula

Nan Su et al.

JOURNAL OF MULTIVARIATE ANALYSIS (2012)

Article Statistics & Probability

A note on using periodogram-based distances for comparing spectral densities

Carsten Jentsch et al.

STATISTICS & PROBABILITY LETTERS (2012)

Article Computer Science, Interdisciplinary Applications

A data-driven test to compare two or multiple time series

Lei Jin

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2011)

Article Statistics & Probability

On the maximum of covariance estimators

Moritz Jirak

JOURNAL OF MULTIVARIATE ANALYSIS (2011)

Article Mathematics, Interdisciplinary Applications

A test for second-order stationarity of a time series based on the discrete Fourier transform

Yogesh Dwivedi et al.

JOURNAL OF TIME SERIES ANALYSIS (2011)

Article Statistics & Probability

Comparison of Times Series with Unequal Length in the Frequency Domain

Jorge Caiado et al.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2009)

Article Statistics & Probability

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

Holger Dette et al.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2009)

Article Mathematics, Interdisciplinary Applications

Testing equality of stationary autocovariances

Robert Lund et al.

JOURNAL OF TIME SERIES ANALYSIS (2009)

Article Statistics & Probability

On Comparing Several Spectral Densities

Konstantinos Fokianos et al.

TECHNOMETRICS (2008)

Article Computer Science, Interdisciplinary Applications

Comparison of non-stationary time series in the frequency domain

EA Maharaj

COMPUTATIONAL STATISTICS & DATA ANALYSIS (2002)