Initial transient detection in simulations using the second-order cumulant spectrum
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Publication:1805490
DOI10.1007/BF02136838zbMath0819.62077MaRDI QIDQ1805490
John W. Dalle Molle, Douglas J. Morrice
Publication date: 19 June 1995
Published in: Annals of Operations Research (Search for Journal in Brave)
mean; variance; nonstationary time series; initial transient detection; initialization bias; moments of cumulants; nonstationary power spectrum; second-order cumulant spectrum; simulation output data; testing stationarity
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M15: Inference from stochastic processes and spectral analysis
65C99: Probabilistic methods, stochastic differential equations
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