Results 71 to 80 of about 61,880 (163)
Testing for Structural Breaks and other forms of Non-stationarity: a Misspecification Perspective [PDF]
In the 1980s and 1990s the issue of non-stationarity in economic time series has been in the context of unit roots vs. mean trends in AR(p) models. More recently this perspective has been extended to include structural breaks.
Andreas Koutris +2 more
core
Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series
, 2007 Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of non-stationarity.
Podobnik, Boris, Stanley, H. Eugene
core +1 more source
Characteristics and Mechanisms of Non‐Stationary Turbulence in a Megacity Area
Geophysical Research LettersNon‐stationarity challenges the applicability of turbulent similarity theory and flux estimation, especially in urban areas with highly heterogeneous underlying surfaces. Based on the observational data in Beijing, we investigated the characteristics and
Jiesheng Xue +4 more
doaj +1 more source
Understanding non-stationarity of hydroclimatic extremes and resilience in Peninsular catchments, India. [PDF]
Sci Rep, 2023 Kumar N, Patel P, Singh S, Goyal MK.
europepmc +1 more source
Evaluation Of Mimo Channel Non-Stationarity
, 2013 Publication in the conference proceedings of EUSIPCO, Marrakech, Morocco ...
Aldayel, Omar +2 more
openaire +1 more source
A Test for Non-Stationarity of Time-Series
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1969 Summary We consider the problem of testing a given time-series for stationarity. The approach is based on evolutionary spectral analysis, and the proposed method consists essentially in testing the “homogeneity” of a set of evolutionary spectra evaluated at different instants of time. Using a logarithmic transformation, we
Priestley, M. B., Subba Rao, T.
openaire +2 more sources
Trends in International Prices [PDF]
We exploit the panel dimension of a price levels dataset for more than one hundred product items across 140 cities in 90 countries for the period from 1990 to 2009 in order to improve our understanding of international price dispersion and the evolution ...
Marios Zachariadis, Philippe Andrade
core
Revisiting the Dynamic Impact of Fiscal Policy on Inflation in Pakistan
Journal of Accounting and Finance in Emerging Economies, 2021 Purpose: The target of the present research study is to examine the Non-Ricardian regime and determination of inflation in an open economy taking the case of Pakistan. Design/Methodology/Approach: This research is carried out for the economy of Pakistan
Farrah Yasmin +3 more
doaj
Wavelet Method for Locally Stationary Seasonal Long Memory Processes [PDF]
Long memory processes have been extensively studied over the past decades. When dealing with the financial and economic data, seasonality and time-varying long-range dependence can often be observed and thus some kind of non-stationarity can exist inside
Dominique Guegan, Zhiping Lu
core
Bayesian Reliability Analysis of Non-Stationarity in Multi-agent Systems [PDF]
Journal of Electrical and Electronics Engineering, 2013 The Bayesian methods provide information about the meaningful parameters in a statistical analysis obtained by combining the prior and sampling distributions to form the posterior distribution of theparameters.
TONT Gabriela +2 more
doaj