STATISTICAL TEST OF HYPOTHESIS THAT A TIME SERIES IS STATIONARY

被引:4
|
作者
BRYAN, JG
机构
关键词
D O I
10.1190/1.1439876
中图分类号
P3 [地球物理学]; P59 [地球化学];
学科分类号
0708 ; 070902 ;
摘要
引用
收藏
页码:499 / &
相关论文
共 50 条
  • [1] A rigorous and versatile statistical test for correlations between stationary time series
    Yuan, Alex E.
    Shou, Wenying
    PLOS BIOLOGY, 2024, 22 (08)
  • [2] Parameter estimation and hypothesis testing in stationary vector time series
    Kakizawa, Y
    STATISTICS & PROBABILITY LETTERS, 1997, 33 (03) : 225 - 234
  • [3] Killing probability and its statistical property for stationary time series
    College of Automation, Nanjing University Science and Technology, Nanjing 210094, China
    不详
    Zhongbei Daxue Xuebao (Ziran Kexue Ban), 2008, 1 (32-37):
  • [4] Statistical properties of a blind source separation estimator for stationary time series
    Miettinen, Jari
    Nordhausen, Klaus
    Oja, Hannu
    Taskinen, Sara
    STATISTICS & PROBABILITY LETTERS, 2012, 82 (11) : 1865 - 1873
  • [5] Logic of the statistical hypothesis test
    Cavallaro, Michael
    Fidell, Linda
    American Journal of EEG Technology, 1994, (09):
  • [6] A Statistical Time-Frequency Model for Non-stationary Time Series Analysis
    Luo, Yu
    Wang, Yulin
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2020, 68 : 4757 - 4772
  • [7] Time-series analysis: Dickey-fuller test for stationary
    Simona, B
    Harris, T
    Bulletin of the University of Agricultural Sciences and Veterinary Medicine, Vol 61: HORTICULTURE, 2004, 61 : 261 - 265
  • [8] Multidimensional specification test based on non-stationary time series
    Jun Wang
    Dianpeng Wang
    Yubin Tian
    TEST, 2022, 31 : 348 - 372
  • [9] A bootstrap test for additive outliers in non-stationary time series
    Astill, Sam
    Harvey, David I.
    Taylor, A. M. Robert
    JOURNAL OF TIME SERIES ANALYSIS, 2013, 34 (04) : 454 - 465
  • [10] Multidimensional specification test based on non-stationary time series
    Wang, Jun
    Wang, Dianpeng
    Tian, Yubin
    TEST, 2022, 31 (02) : 348 - 372