A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (Q2242849)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics |
scientific article |
Statements
A test for second-order stationarity of a time series based on the maximum of Anderson-Darling statistics (English)
0 references
10 November 2021
0 references
Anderson-Darling statistic
0 references
periodogram
0 references
spectral comparison
0 references
spectral density
0 references
test for stationarity
0 references
0 references
0 references
