- ****ume
stationarity, non-stationary data are
frequently transformed to
achieve stationarity before analysis. A
common cause of non-
stationarity is a trend...
-
Ergodicity implies stationarity, but the
converse is not
necessarily the case.
Stationarity is
usually classified into
strict stationarity and wide-sense...
-
depends on
which version of the test is used, but is
usually stationarity or trend-
stationarity. It is an
augmented version of the ****ey–Fuller test for...
-
depending on
which version of the test is used, but is
usually stationarity or trend-
stationarity. The test is
named after the
statisticians David ****ey and...
- }}t\in T.} For
general stochastic processes strict-sense
stationarity implies wide-sense
stationarity but not
every wide-sense
stationary stochastic process...
- multipliers, such that the
following four
groups of
conditions hold:
Stationarity For
minimizing f ( x ) {\displaystyle f(x)} : ∂ f ( x ∗ ) + ∑ j = 1 ℓ...
- {Z}}(x_{0})} , the
criterion for
global unbias,
intrinsic stationarity or wide
sense stationarity of the field,
implies that the mean of the estimations...
- test, the
absence of a unit root is not a
proof of
stationarity but, by design, of trend-
stationarity. This is an
important distinction since it is possible...
- 2011-07-08.
Retrieved 2010-12-07.{{cite web}}: CS1 maint:
archived copy as
title (link) http://www.duke.edu/~rnau/411diff.htm "
Stationarity and differencing"...
- than
using Box–Jenkins, it is
better to use
state space methods, as
stationarity of the time
series is then not required. The
first step in developing...
