STATISTICAL TESTS FOR STATIONARITY WITHIN THE FRAMEWORK OF HARMONIZABLE PROCESSES.

Abstract

Time series are viewed within the framework of harmonizable processes and certain of their properties described under the hypothesis of stationarity. Corresponding statistics obtained from a sample of the time series are derived which provide a basis for testing the stationarity hypothesis. The distributions of these statistics are given and descriptions of the types of nonstationary that cause these tests to fail are presented. (Author)

Document Details

Document Type
Technical Report
Publication Date
Aug 02, 1965
Accession Number
AD0619270

Entities

People

  • N. R. Goodman

Organizations

  • Rocketdyne

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Statistical Tests
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.