Results 181 to 190 of about 96,433 (236)

Mechanisms influencing non-stationarity in rainfall-runoff relationships in southeast Australia

Journal of Hydrology, 2018
Arid and semi-arid regions experience large hydroclimatic variability and decadal-scale droughts. During droughts, the reduced water availability alters the biophysical properties of the catchments which leads to non-stationarity in rainfall-runoff (r-r)
P. Deb, A. Kiem, G. Willgoose
semanticscholar   +1 more source

Stationarity in Neuromonitoring Data

2012
Signals reflecting the metabolic and circulatory status of an injured central nervous system are normally corrupted systematically. The patient is part of a therapeutic control-loop and the signals acquired are rather determined by the quality of control (stationarity of signals) than by the underlying pathological process.To verify the control-loop ...
Hans E, Heissler, Kathrin, König, Joachim K, Krauss, Eckhard, Rickels   +3 more
openaire   +2 more sources

STATIONARITY TESTING WITH COVARIATES

Econometric Theory, 2004
Summary: Two new stationarity tests are proposed. Both tests can be viewed as generalizations of existing stationarity tests and dominate these in terms of local asymptotic power. Improvements are achieved by accommodating stationary covariates. A Monte Carlo investigation of the small sample properties of the tests is conducted, and an empirical ...
openaire   +2 more sources

Stationarity, Rationalizability and Bargaining

The Review of Economic Studies, 1994
Summary: 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

A note on stationarity of the MTAR process on the boundary of the stationarity region

Economics Letters, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Lee, Oesook, Shin, Dong Wan
openaire   +2 more sources

Stationarity

2022
Ramesh S V Teegavarapu, Priyank J Sharma
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

Stationarity and Invertibility

2018
Most 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

Autocorrelation and Stationarity

1980
In 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 the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

, 1992
D. Kwiatkowski, P. Phillips, P. Schmidt, Y. Shin   +3 more
semanticscholar   +1 more source