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The Birth–death Processes with Regular Boundary: Stationarity and Quasi-stationarity
Acta Mathematica Sinica, English Series, 2022zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gao, Wu Jun, Mao, Yong Hua, Zhang, Chi
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Journal of Statistical Planning and Inference, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Bing, Tong, Howell
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng, Bing, Tong, Howell
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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.
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STATIONARITY OF DELAYED SUBORDINATORS
Stochastic Models, 2001It is shown that, analogous to partial-sum processes in renewal theory, nondecreasing Levy processes (subordinators) can be delayed such as to show a certain stationarity.
Harn, van, K., Steutel, F.W.
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SSRN Electronic Journal, 2015
Stationarity tests are used to detect mean reversion in a certain dataset. Mean Reversion processes suggest a non-random behavior in a time series (Lo and MacKinley, 1988). Previous research has focused on studying mean reversion at stock price level (Debondt and Thaler, 1985; Lindemann et al., 2004) and considers stationary assumptions to be ...
Mukul Pal, Marina Ferent-Pipas
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Stationarity tests are used to detect mean reversion in a certain dataset. Mean Reversion processes suggest a non-random behavior in a time series (Lo and MacKinley, 1988). Previous research has focused on studying mean reversion at stock price level (Debondt and Thaler, 1985; Lindemann et al., 2004) and considers stationary assumptions to be ...
Mukul Pal, Marina Ferent-Pipas
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Stationarity in Neuromonitoring Data
2012Signals 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 +3 more
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STATIONARITY TESTING WITH COVARIATES
Econometric Theory, 2004Summary: 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 ...
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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.
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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 ...
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