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Robust Stationarity Tests in Seasonal Time Series Processes

✍ Scribed by A. M. Robert Taylor


Book ID
124714459
Publisher
American Statistical Association
Year
2003
Tongue
English
Weight
314 KB
Volume
21
Category
Article
ISSN
0735-0015

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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