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
  • [21] FOREIGN CAPITAL AND DOMESTIC SAVINGS - TEST OF HAAVELMOS HYPOTHESIS WITH TIME SERIES DATA
    SUBRAHMA.G
    INDIAN JOURNAL OF ECONOMICS, 1973, 53 (210): : 313 - 319
  • [22] STATISTICAL-ANALYSIS OF STATIONARY TIME-SERIES - GRENANDER,U, ROSENBLATT,M
    BERMAN, SM
    MANAGEMENT SCIENCE, 1960, 6 (04) : 503 - 504
  • [23] Bussgang Gaussianity test for stationary series
    Giunta, G
    Jacovitti, G
    Scarano, G
    PROCEEDINGS OF THE IEEE SIGNAL PROCESSING WORKSHOP ON HIGHER-ORDER STATISTICS, 1997, : 434 - 437
  • [24] Singular Spectrum Analysis for Astronomical Time Series: Constructing a Parsimonious Hypothesis Test
    Greco, G.
    Kondrashov, D.
    Kobayashi, S.
    Ghil, M.
    Branchesi, M.
    Guidorzi, C.
    Stratta, G.
    Ciszak, M.
    Marino, F.
    Ortolan, A.
    UNIVERSE OF DIGITAL SKY SURVEYS: A MEETING TO HONOUR THE 70TH BIRTHDAY OF MASSIMO CAPACCIOLI, 2016, 42 : 105 - 107
  • [25] Persistence in a stationary time series
    Majumdar, SN
    Dhar, D
    PHYSICAL REVIEW E, 2001, 64 (04): : 8
  • [26] ON PREDICTION IN STATIONARY TIME SERIES
    WOLD, HOA
    ANNALS OF MATHEMATICAL STATISTICS, 1948, 19 (04): : 558 - 567
  • [27] STATISTICAL-ANALYSIS OF STATIONARY TIME-SERIES - GRENANDER,U, ROSENBLATT,M
    SCHAFFER, KA
    METRIKA, 1958, 1 (01) : 80 - 80
  • [28] STATISTICAL-ANALYSIS OF STATIONARY TIME-SERIES - GRENANDER,U, ROSENBLATT,M
    WALKER, AM
    THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 1958, 7 (01): : 68 - 70
  • [29] STATISTICAL-ANALYSIS OF STATIONARY TIME-SERIES - GRENANDER,U, ROSENBLATT,M
    WOLD, H
    ECONOMETRICA, 1959, 27 (01) : 139 - 140
  • [30] Statistical test for dynamical nonstationarity in observed time-series data
    Kennel, MB
    PHYSICAL REVIEW E, 1997, 56 (01): : 316 - 321