However, ideas of stationarity must be expanded to consider two important ideas : strict stationarity and second-order stationarity.
12.
However, ideas of stationarity must be expanded to consider two important ideas : strict stationarity and second-order stationarity.
13.
The definitions of expectation measure, Laplace functional, moment measures and stationarity for random measures follow those of point processes.
14.
The main advantage of wide-sense stationarity is that it places the time-series in the context of Hilbert spaces.
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In this setting, testing for the stationarity features of the given times series will also be subject to general statistical problems.
16.
A stochastic process with above definition of stationarity is sometimes said to be strictly stationary, but there are other forms of stationarity.
17.
A stochastic process with above definition of stationarity is sometimes said to be strictly stationary, but there are other forms of stationarity.
18.
As he was interested mainly in applied statistics and economics Granger chose as the topic of his doctoral thesis Non-stationarity ".
19.
The KPSS test ( Kwiatkowski, Phillips, Schmidt and Shin, 1992 ) is a statistical test for stationarity of a variable.
20.
The concept of stationarity in the wide sense was introduced by Khinchin and has other names including covariance stationarity or stationarity in the broad sense.
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