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A test for second-order stationarity of time series based on unsystematic sub-samples - MaRDI portal

A test for second-order stationarity of time series based on unsystematic sub-samples (Q6539186)

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scientific article; zbMATH DE number 7848568
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English
A test for second-order stationarity of time series based on unsystematic sub-samples
scientific article; zbMATH DE number 7848568

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    A test for second-order stationarity of time series based on unsystematic sub-samples (English)
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    14 May 2024
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    locally stationary wavelet process
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    non-stationarity
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    stationarity test
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