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Testing temporal constancy of the spectral structure of a time series

Testing temporal constancy of the spectral structure of a time series

13 January 2010
E. Paparoditis
ArXiv (abs)PDFHTML

Papers citing "Testing temporal constancy of the spectral structure of a time series"

16 / 16 papers shown
On second-order statistics of the log-average periodogram
On second-order statistics of the log-average periodogramIEEE Signal Processing Letters (IEEE SPL), 2023
Karolina Klockmann
Tatyana Krivobokova
201
0
0
19 Jun 2023
Auto-Regressive Approximations to Non-stationary Time Series, with
  Inference and Applications
Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications
Xiucai Ding
Zhou Zhou
AI4TS
240
5
0
01 Dec 2021
Graphical models for nonstationary time series
Graphical models for nonstationary time series
Sumanta Basu
S. Subba Rao
459
11
0
17 Sep 2021
The Permutation-Spectrum Test: Identifying Periodic Signals using the
  Maximum Fourier Intensity
The Permutation-Spectrum Test: Identifying Periodic Signals using the Maximum Fourier Intensity
B. O’Neill
24
2
0
13 Sep 2021
Change-Point Analysis of Time Series with Evolutionary Spectra
Change-Point Analysis of Time Series with Evolutionary Spectra
A. Casini
Pierre Perron
286
15
0
03 Jun 2021
A Portmanteau-type test for detecting serial correlation in locally
  stationary functional time series
A Portmanteau-type test for detecting serial correlation in locally stationary functional time seriesStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2020
Axel Bücher
Holger Dette
Florian Heinrichs
243
13
0
15 Sep 2020
Predictive, finite-sample model choice for time series under
  stationarity and non-stationarity
Predictive, finite-sample model choice for time series under stationarity and non-stationarity
Tobias Kley
Philip Preuss
Piotr Fryzlewicz
395
17
0
14 Nov 2016
Testing equality of spectral densities using randomization techniques
Testing equality of spectral densities using randomization techniques
Carsten Jentsch
Markus Pauly
78
34
0
02 Jun 2015
Detecting Markov Random Fields Hidden in White Noise
Detecting Markov Random Fields Hidden in White Noise
E. Arias-Castro
Sébastien Bubeck
Gábor Lugosi
Nicolas Verzélen
187
13
0
27 Apr 2015
Nonparametric specification for non-stationary time series regression
Nonparametric specification for non-stationary time series regression
Zhou Zhou
184
15
0
04 Feb 2014
A test for stationarity based on empirical processes
A test for stationarity based on empirical processes
Philip Preuss
Mathias Vetter
Holger Dette
153
40
0
19 Dec 2013
Testing for stationarity in multivariate locally stationary processes
Testing for stationarity in multivariate locally stationary processes
R. Puchstein
Philip Preuss
262
13
0
05 Dec 2013
Detecting gradual changes in locally stationary processes
Detecting gradual changes in locally stationary processes
M. Vogt
Holger Dette
AI4TS
243
54
0
17 Oct 2013
Measuring stationarity in long-memory processes
Measuring stationarity in long-memory processes
Kemal Sen
Philip Preuss
Holger Dette
179
4
0
14 Mar 2013
Locally Stationary Processes
Locally Stationary Processes
R. Dahlhaus
407
220
0
19 Sep 2011
A test for second order stationarity of a time series based on the
  Discrete Fourier Transform (Technical Report)
A test for second order stationarity of a time series based on the Discrete Fourier Transform (Technical Report)
Yogesh K. Dwivedi
S. Subba Rao
229
107
0
25 Nov 2009
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