Mean stationarity test in time series: a signal variance-based approach

DOI10.3150/23-bej1630OpenAlexW4391458260WikidataQ128832057 ScholiaQ128832057MaRDI QIDQ6120834

Kin Wai Chan, Hon Kiu To

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-30/issue-2/Mean-stationarity-test-in-time-series-A-signal-variance/10.3150/23-BEJ1630.full

zbMATH Keywords

super-efficiencynonlinear time seriesdifference variatemean stationarityrelative variabilitysignal variance

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

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