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A Test for Non-Stationarity of Time-Series

✍ Scribed by M. B. Priestley and T. Subba Rao


Book ID
120628090
Publisher
Blackwell Publishing
Year
1969
Tongue
English
Weight
907 KB
Volume
31
Category
Article
ISSN
0035-9246

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Optimum non-parametric tests for stationarity of a stochastic process against location and scale shift alternatives are explored. Usefulness of these tests in detecting a suitable differencing transformation that reduces a nonstationary time series to a stationary one is illustrated with a number of