Tests for Multiple Peaks in the Spectra of Categorical Time Series

By McGee Monnie  

Communications in Statistics: Theory and Methods, Vol. 36, Iss. 16, 2007-12 ,pp. : 2891-2900

Taylor & Francis Ltd

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Nonmonotonic power for tests of a mean shift in a time series

By Crainiceanu Ciprian M.  

Journal of Statistical Computation and Simulation, Vol. 77, Iss. 6, 2007-01 ,pp. : 457-476

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Dependent SiZer: Goodness-of-Fit Tests for Time Series Models

By Cheolwoo Park  

Journal of Applied Statistics, Vol. 31, Iss. 8, 2004-10 ,pp. : 999-1017

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Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series

By Gombay Edit  

Communications in Statistics: Theory and Methods, Vol. 38, Iss. 16-17, 2009-01 ,pp. : 2872-2883

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Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series

By Jahan Nusrat  

Communications in Statistics: Theory and Methods, Vol. 37, Iss. 20, 2008-12 ,pp. : 3216-3227

Taylor & Francis Ltd

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