STATISTICAL TESTS FOR STATIONARITY WITHIN THE FRAMEWORK OF HARMONIZABLE PROCESSES.
ROCKETDYNE CANOGA PARK CALIF
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Time series are viewed within the framework of harmonizable processes and certain of their properties described under the hypothesis of stationarity. Corresponding statistics obtained from a sample of the time series are derived which provide a basis for testing the stationarity hypothesis. The distributions of these statistics are given and descriptions of the types of nonstationary that cause these tests to fail are presented. Author