TESTING STATIONARITY USING RESIDUAL - Collections

＜journal article＞
TESTING STATIONARITY USING RESIDUAL

Creator	Creator Name Ohama, Gan 大濵, 巖 Affiliation Affiliation Name Research Fellow of the Japan Society for the Promotion of Science 日本学術振興会特別研究員
Creator	Author PID K000492 Creator Name Yanagawa, Takashi 柳川, 堯 Affiliation Affiliation Name Graduate School of Mathematics, Kyushu University 九州大学大学院数理学研究科
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1997-03
Source Title	Bulletin of informatics and cybernetics
Vol	29
Issue	1
First Page	15
Last Page	39
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13459
Related DOI	Bulletin of informatics and cybernetics \|\| 29(1) \|\| p15-39
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 29(1) \|\| p15-39
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 29(1) \|\| p15-39
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	Stationarity is assumed in many conventional analysis of time series data. The aim of this paper is to propose statistical tests for a weakly stationarity.

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