Nonstationarity measure of data streams

MaRDI QIDQ3171220zbMATH OpenFDO

Authors Yiming Ding, Wentao Fan, Qiuheng Tan, Kekun Wu, Yongjie Zou

Publication date 29 September 2011

zbMATH Keywords

model selectiondata analysisShannon entropystable sets

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

Recommendations

• Nonstationarity of stock returns
• A measure of stationarity in locally stationary processes with applications to testing
• A nonparametric test of stationarity for independent data
• Change detection based on the distribution of \(p\)-values
• Stationarity and nonstationarity in time series analysis

Cited in

(2)

• scientific article; zbMATH DE number 4100299 (Why is no real title available?)
• Nonstationarity of stock returns

This page was built for publication: Nonstationarity measure of data streams

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3171220)