Results 151 to 160 of about 183,596 (199)
Some of the next articles are maybe not open access.
Trend Stationarity vs. Difference Stationarity
1996AbstractThis chapter introduces difference stationarity (DS) and trend stationarity (TS) as two non-nested, separate hypotheses. TS is represented as an MA unit-root in Δxt, and as a limit of a sequence of the DS models. The DS is represented as a limit of a sequence of TS models. Data relevant to the discrimination between the DS and TS are explained.
openaire +1 more source
Stationarity, Rationalizability and Bargaining
The Review of Economic Studies, 1994Summary: Without assuming rational expectations, we examine the implications of a stationarity assumption in a standard bargaining model with one-sided incomplete information, where the seller makes an offer in each period. Instead of computing a weakly stationary equilibrium, we invoke rationalizability [see \textit{B. D.
openaire +1 more source
Autocorrelation and Stationarity
1980In the foregoing chapters, we have tried to present matters concerning signals and their transmission with as little mathematics as possible. If we are to pursue these matters further and evaluate the potentialities of various transmission schemes, we must consider some properties of signals and noise in a little more detail.
John R. Pierce, Edward C. Posner
openaire +1 more source
Testing for strict stationarity [PDF]
, 2007 The investigation of the presence of structural change in economic and financial series is a major preoccupation in econometrics. A number of tests have been developed and used to explore the stationarity properties of various processes. Most of the focus has rested on the first two moments of a process thereby implying that these tests are tests of ...
openaire +1 more source
Non-stationarity in electrochemical impedance measurement of Mg-based materials in aqueous media
Electrochimica Acta, 2023Linqian Wang +2 more
exaly
Stationarity and Invertibility
2018Most time-series methods are only valid if the underlying time-series is stationary. The more stationary something is, the more predictable it is. More specifically, a time-series is stationary if its mean, variance, and autocovariance do not rely on the particular time period.
openaire +1 more source
A Bayesian adaptive reservoir operation framework incorporating streamflow non-stationarity
Journal of Hydrology, 2021Guang Yang +2 more
exaly
2016
Similarly to the univariate case, we start our exposition with the concept of stationarity which is also crucial in the multivariate setting. Before doing so let us define the multivariate stochastic process.
openaire +1 more source
Similarly to the univariate case, we start our exposition with the concept of stationarity which is also crucial in the multivariate setting. Before doing so let us define the multivariate stochastic process.
openaire +1 more source