A wavelet-based test for stationarity (Q2742782)
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scientific article; zbMATH DE number 1650423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A wavelet-based test for stationarity |
scientific article; zbMATH DE number 1650423 |
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23 September 2001
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time series analysis
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ARMA models
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wavelets
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A wavelet-based test for stationarity (English)
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A test for stationarity of a time series against the alternative of time varying covariance structure is proposed. The authors' approach is based on the following general idea: using special segmentations one can test a change of the autocovariance structure.
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