A Method for Determining the Weak Statistical Stationarity of a Random Process

DOI10.2514/3.61029MaRDI QIDQ4174123zbMATH OpenOpenAlexFDO

Authors W. Z. Sadeh, Chester A. Jun. Koper

Publication date 1978

Published in AIAA Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.61029

zbMATH Keywords

AutocorrelationsErgodicityRandom ProcessStatistical Independence of Sample RecordsTesting ProcedureTime InvarianceTurbulent Velocity SignalsVariance TestsWeak Statistical Stationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Non-Markovian processes: hypothesis testing (62M07)

This page was built for publication: A Method for Determining the Weak Statistical Stationarity of a Random Process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4174123)