A wavelet-based test for stationarity (Q2742782)
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scientific article; zbMATH DE number 1650423
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| English | A wavelet-based test for stationarity |
scientific article; zbMATH DE number 1650423 |
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23 September 2001
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time series analysis
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ARMA models
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wavelets
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A wavelet-based test for stationarity (English)
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A test for stationarity of a time series against the alternative of time varying covariance structure is proposed. The authors' approach is based on the following general idea: using special segmentations one can test a change of the autocovariance structure.
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0.8565911054611206
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0.818609356880188
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0.8162466287612915
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0.8106866478919983
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